Fatal error: exception Failure("File not found compile.hxml")

[Galina Staneva]

I'm writing my first program on Haxe. I followed the instructions on the site (Haxe/C++):

http://old.haxe.org/doc/start/cpp

But when I try to compile my program (on cmd I type haxe compile.hxml) it says"Fatal error: exception Failure("File not found compile.hxml").

I am using Sublime Editor to write programs.

In my test.hx I have

class Test 

{

    static function main() 

    {

        trace("Hello there");

    }

}

In compile.hxml I have

-cpp cpp

-debug

-main Test

-D HXCPP_M64

I am using Windows 8, 64 bit.

Can you help me?