Hyperlink with permalinks ;)

Hi, I am using permalinks, but a problem appear with my hyperlink format I guess.
When I am for example on page http://www.site.com/page-1 and I pass on a hyperlink which is define like this in the code:
<a href="./page-2">Page 2</a>
My navigator show me in the status bar that the address I am about to call is http://www.site.com/page-1/page-2

At the end, everything goes fine and I go to page 2 but I want to be sure everything is fine here…