problem in creating my own profile file in unix

I am new in shell scripting. currently i am using cygwin. My problem is
i created a profile file in my own folder. file name is first.profile in which i gave following values to variable
export a=10
now i am executing this profile file by below command
./.first.profile
it executed succesfully. but when i am echoing the variable it is not giving any value
echo $a

it is necessary to create profile file in etc folder or i can create anywhere

Thanks in advance

it should be ./first.profile

there is no . before file-name

. ./.file.profile

ya it is ./first.profile

thanks. It's working