You will need to be explicit in providing the actual path. In VBA you could use
Code:
ThisDocument.Path & Application.PathSeparator & "My Doc.docx" 'or
ActiveDocument.Path & Application.PathSeparator & "My Doc.docx"
ThisDocument is the file where the macro is sitting
ActiveDocument is the document which is currently active (on top)
Application.PathSeparator is a tortuous way to write \ but we use it in case the code is being used on a Mac, in which case it becomes ":" because that is how a Mac separates folders