LOAD DATA INFILE from any directory

[Gohaku]

Hi everyone,
I am trying to get the following statement to work from any directory 
besides [ /usr/local/mysql/data/testdb ] :
LOAD DATA INFILE 'data.txt' INTO TABLE sometbl TERMINATED BY '|' LINES 
TERMINATED BY '\n';

I see ERROR 1105: File  './testdb/data.txt' not found (Errcode: 2)

I also started MySQL as follows:
mysql --local-infile --user=username databasename
Thanks in advance,
-gohaku