.gdbinit in emacs

[Baloff]

Hello
my
M-x gdb
Run gdb (like this): gdb Exercies/ThinkingInC++/Vol1/C03/14/proj1 <RET>
does not load the proj1,

a *gud-proj1* window opens up with this in it
Current directory is /home/sam/Exercies/ThinkingInC++/Vol1/C03/14/
GNU gdb 6.3-debian
Copyright 2004 Free Software Foundation, Inc.
GDB is free software, covered by the GNU General Public License, and you are
welcome to change it and/or distribute copies of it under certain 
conditions.
Type "show copying" to see the conditions.
There is absolutely no warranty for GDB.  Type "show warranty" for details.
This GDB was configured as "i386-linux"...Using host libthread_db 
library "/lib/tls/libthread_db.so.1".

(gdb) break main.cpp : 11
No source file named main.cpp.
Make breakpoint pending on future shared library load? (y or [n])


only when I Tools>Debugger (GUD)... will it work.
what is wrong? is it because I don't have a .gdbinit file and do I have 
to have it?

thanks