Default File Pathing Problems and Unmanaged C++

Hello. I am an old school VB6 and before programmer. I am learning unmanaged
C++ using Visual C++ 2005. I am having trouble with Visual C++ finding my
data file when running the application in debug mode+. Specifically, I
created a default win32 console project called "readINI' and changed the
Properties | Character Set to "Use Multi-Byte Character Set". Following is
the readINI.cpp file:

-----Start of readINI.cpp------
// readINI.cpp : Defines the entry point for the console application.
//

#include "stdafx.h"
#include <iostream>
#include "windows.h"

using namespace std;

int main(int argc, char* argv[]) //changed this to normal non-wide/non-Unicode
{
    char retstr[1024];
    int x = GetPrivateProfileString("test", "color", "default", retstr,
sizeof(retstr), "my.ini");
    cout << retstr << endl;

    //just to pause program
    int q;
    cin >> q;

    return 0;
}
-----End of readINI.cpp------

The INI file that I am attempting to read from looks like the following:

-----Start of my.ini------
[test]
color=orange
-----End of my.ini------

I am uncertain of where the my.ini file should go. I eventually place it in
every possible location in the directory structure including where the
solution file is located, where the project file is located, the Debug
folder, etc. Nothing seems to work. In addition to not working in debug mode
in VC++, the resulting exe does not work even when my.ini is in the same
directory.

I ultimately placed the my.ini file in C: and updated the file parameter
string to be "c:\\my.ini". This works fine in both debug mode in VC++ and
with the resulting new exe.

Updated line:
int x = GetPrivateProfileString("test", "color", "default", retstr,
sizeof(retstr), "c:\\my.ini");

What am I missing? Under the Project Properties there are several
directories listed including Output Directory and Intermediate Directory. Do
I need to update one of these? I am on Vista. Could this be a security or
access problem?

In Visual Basic 6 and before you had the global App.Path to see where files
referred to just by file name or using relative file pathing were located. I
often pre-concatenated on the App.Path to the file name just for good measure
(App.Path & "\" & strFileName)

Thank you for your help.