Thanks Gene and Ezra, I tried your suggestions but with no luck.  I
modified the main program 'mainprog.rb' as follows:
   puts $:
   load("stuff.rb", wrap=false)
   puts myhash["a"]

This produced following output:
  C:\rubysrcs>ruby mainprog.rb
    c:/ruby/lib/ruby/site_ruby/1.8
    c:/ruby/lib/ruby/site_ruby/1.8/i386-msvcrt
    c:/ruby/lib/ruby/site_ruby
    c:/ruby/lib/ruby/1.8
    c:/ruby/lib/ruby/1.8/i386-mswin32
    .
    mainprog.rb:5: undefined local variable or method `myhash' for
main:Object (NameError)

and it seems the pwd '.' is part of the Load Path already (without me
changing anything)

So I'm still puzzled (there are a few examples of code like this in
aforementioned tutorial book)!