Can not find a file in CMD model python when everything is OK in IDLE

[Sullivan WxPyQtKinter]

I use python on Windows XP platform. I find that if I write a .py file
in a directory, such as windows desktop, in which a file named
'ticket.txt' is located:

f=open("ticket.txt")
print f.read()


In IDLE, this py file work all right. But if I launch python
interpretor in the command shell like this:


C:\Documents and Settings\Xiaozhong Zheng>python "C:\Documents and
Settings\Xiaozhong Zheng\Desktop\t.py"


The interpretor would not find the file.


Traceback (most recent call last):
  File "C:\Documents and Settings\Xiaozhong Zheng\Desktop\t.py", line
1, in ?
    f=open("ticket.txt")
IOError: [Errno 2] No such file or directory: 'ticket.txt'


Anyone knows why?


In addition, if I start IIS web service that runs .py file as CGI
program, then this .py file also works.