Thank you! I had tried that earlier and got confused because I was launching the application from my editor (Netbeans) and the output was "C:\netbeans" instead of where the the file actually was.
So here is a tip for others reading this:
If you are trying to read the current path where your class file is esecuting but you are launching your application from an editor, you might not see what you are expecting.
I launched the app from the command line, and I got the correct path :=)
Im one happy newbie.