include files in plugins

I am trying to make a small plugin just for fun. and in that case i would like to make a language file, because i am Danish, and if the plugin works i would try to make it in English too.

the problem is: that i would control the plugin-folder for a specific file some thing like this:
$language = WPLANG .”.mo”;

and then i would check the folder for this file (in my case “da_DK.mo” and if it is not there the “default.mo” file

all my attempt on file_exist didn’t work! some one know how it’s done?

(sorry for errors in the language 😉 )