Can't debug

I have installed Cygwin (gcc, gdb, make etc.) on WinXP. I have then compiled
a piece of C code with Cygwin gcc in Dev-C++ (test.exe). Then I opened a
commando promt and typed(div is the directory where my test.exe file is
located):

h:\div>gdb test

But then I get this error:

...test: No such file or directory.

I have also tried:

h:\div>gdb test.exe

but that gives the same error. Hope someone can help.

JS