Newbie struggling to set $PGDATA

Hi Please help out a Linx/Postgres newbie. I simply want to set the $PGDATA environmental variable, but can't figure out how. The docs assume you already know... I have tried setting it in my bash /etc/profile configuration file, and it shows up ok if I "echo $PGDATA" in the shell. But none of the postgres utilities such as "initdb" seem to be able to find it. What don't I understand? I have already checked the docs/GreatBridge manual/faqs/archive, so I would very much appreciate some help. Geoff Caplan PS sorry for the garbled duplicate posting - new mail client did something strange....