I just spent 15 minutes working this one out. I’ve got a machine called “Julian-Lucid”. I’ll let you guess what operating system it’s running. However, my Windows copy of Vim wouldn’t allow me to cd to the directory. Typing in “:cd \julian-lucid” gave me this error:
E344: Can't find directory "\julian-lucid" in cdpath
E472: Command failed
Long story short, Vim on Windows can be case-sensitive even when the path isn’t. “:cd \JULIAN-LUCID” actually works.