change current working directory in python

I think a few things may be helpful.

It looks like you're on a windows system, so you should use double back slashes '\\' to separate the folders.

Second, if you're trying to change to a folder within the current folder, you should use a single dot, and not two, e.g. os.chdir('.\\folder')

Finally, if the folder you are trying to access is not a direct subfolder of the current working directory (or otherwise in your path), you need to include the full path to access it. Since you said it's on your desktop, you'd probably want something that looks like this:

import os
os.chdir('C:\\Users\\username\\Desktop\\headfirstpython') ## Where username is replaced with your actual username

From here, you could also change directories to the chapter3 subdirectory with the following

os.chdir('chapter3') 

Which is equivalent in this case with

os.chdir('.\\chapter3')

or, if you want to be wordy:

os.chdir('C:\\Users\\username\\Desktop\\headfirstpython\\chapter3')

Hopefully that helps?