Today I noticed once again, that texmaker only supports the following command to launch the newly generated .pdf file.
"C:/Program Files/Adobe/Reader 8.0/Reader/AcroRd32.exe" %.pdf
Actually AcrobatReader does not like that, since he won't find the .pdf file, since it is not a absolute path.
To fix that problem I wrote a small .bat-file called runincurrent_dir.bat and put that in my home directory. Contents:
%1 %CD%\%2
Now I put in the line for automatic pdf display the following:
c:\users\jan\run_in_current_dir.bat "C:/Program Files/Adobe/Reader 8.0/Reader/AcroRd32.exe" %.pdf
Hope that helps anyone else expiriencing problems with relative filenames and acrobat reader.