Did you forget the / on the front of /dev/hda then, maybe? If you're in any directory and you say "fdisk /dev/hda", it should work. It doesn't matter what directory you're in. On the other hand if you say "fdisk dev/hda", then it looks for CURRENT_DIRECTORY/dev/hda, which probably doesn't exist. That's the difference between "absolute" and "relative" filenames. If you type the fully-qualified pathname starting from /, then you can reference any file from anywhere.

If you hate Linux, don't use it. It's not for everyone. Pick one: an OS which does everything by itself, but does the wrong thing half the time and leaves you no chance to fix the problems, or an OS which mostly forces you to do everything yourself, but which consistently does what you tell it to do and nothing more (and nothing less), and which as a result gives you the chance to do the right thing 100% of the time. You can have user-friendly, or you can have something that works, but not both, for the most part. It's up to you if you'd rather have something friendly that sucks rather than something unfriendly that works.