Relative path in t sql?

I had a similiar problem, and solved it using sqlcmd variables in conjunction with the %CD% pseudo-variable. Took a bit of trial and error to combine all the pieces. But eventually got it all working. This example expects the script.sql file to be in the same directory as the runscript.bat.

runscript.bat

sqlcmd -S .\SQLINSTANCE -v FullScriptDir="%CD%" -i script.sql -b

script.sql

BULK INSERT [dbo].[ValuesFromCSV]
FROM '$(FullScriptDir)\values.csv'
with
(
    fieldterminator = ',',
    rowterminator = '\n'
)
go

The .sql file is just.... a file. It doesn't have any sense of its own location. It's the thing that excutes it (which you didn't specify) that would have a sense of its location, the file's location.

I notice that you mentioned an App_Data folder, so I guess that ASP.NET is involved. If you want to use relative paths in your web app, see MapPath

http://msdn.microsoft.com/en-us/library/system.web.httpserverutility.mappath.aspx