I would also check what your current working directory is if your path to that file is relative. You just need to make a File test = new File(".");
and then print that files canonical path name.
If you are referencing any other locations like user.dir
or something to that effect by using System.getProperty(), you'll want to at least verify that the directory you are using as the relative root is where you think it is.
Also, as Myles noted, check the slashes used as file path separators. Although you can always use the "/" and it works.
And if you are referencing the path absolutely, you'll have trouble going between one OS and another if you do something silly like hard-code the locations.