Where? run directory

[Adrian Smith]

On a windows system.
I'm trying to get a Mcmillian created program to be 'independent' but
the first thing I need to do is find out where the program is being
run from, not the shortcut but the generated exe. This is where I keep
all the set-up files that I need to access.
Currently I have a fixed directory but don?t want to write anything
into the registry.
Is there a reg setting though that gives the address of the last run
program (presumably my program) or something like a working directory
setting.
I don?t want to have to search for the program through the directory
structure as that would be very time consuming.

Any Ideas out there would be very welcome
Thanks