It depends how you load your media in the game.
If you use 'Load Object "player.x",1 then the game will try to load it from the same directory as the .exe
If you use 'Load Object "objects/player.x",1 then the game will try to load the file from the objects directory, which should be in the directory of your .exe
If you use 'Load Object "C:\Windows\Desktop\Mygame\Projects\DB-FINALFANTASY-MMORG\l337game\objects' then I personally will hunt you down.
Pneumatic Dryll, Outrageous epic cleric of EQ/Xev
God made the world in 7 days, but we're still waiting for the patch.