If you plan to use relative paths in variables, you must set the default directory. Then any path not preceded by a drive letter is relative to the default directory. Here is an example:
Set Default Directory( "c:/users/smith/data" );
To return the value of the default directory, use Get Default Directory().
Get Default Directory(); // returns "c:/users/smith/data"
So the following expression resolves as C:/users/smith/data/cleansers.jmp:
Open("cleansers.jmp");