Okay, so I want to assign a file path to a string, and I want it to be able to just find the file in the same folder that it's in. For example:

What I want:
String af = "sine2.wav";

What I have to use:
String af = "C:/Users/james/Documents/Processing/musicalballs/sine2.wav";

if I don't use the latter, it gives me a NullPointerException.

Can someone help me out with this?

It's also worth being aware that Processing has two useful related methods:

sketchPath(String)
dataPath(String)

Where the String you pass as an argument is more often than not the file name.  e.g.:

 dataPath("sine2.wav");

would return:

 "C:/Users/james/Documents/Processing/musicalballs/data/sine2.wav";


If you want people to be able to add files to a subfolder of your sketch when exported as an application one option is to use sketchpath (which returns the root folder of your application).  dataPath() is useful to access files that are stored in the datat folder inside the .jar of your exported application...