How do I load .gdbinit on gdb startup?

I use CodeSourcery arm-none-eabi-gdb.exe on Windows 7. Following the above instructions did not work in my case. Below command worked:

arm-none-eabi-gdb.exe -x D:\CodeSourcery\bin\.gdbinit

I have my .gdbinit file defined in the same directory as where gdb.exe exist

Put into your $HOME or into current directory.