when I copy the installed into a dir say 

~/sdk

and cd into ~/sdk and run the installed everything works fine

but now say chdir into ~

and then do 

~: sh ~/sdk/poky-eglibc-x86_64-x86_64-toolchain-1.2+snapshot-20120918.sh

it gives errors like below

grep: poky-eglibc-x86_64-x86_64-toolchain-1.2+snapshot-20120918.sh: No such file or directory
Extracting SDK...tail: cannot open `poky-eglibc-x86_64-x86_64-toolchain-1.2+snapshot-20120918.sh' for reading: No such file or directory

bzip2: Compressed file ends unexpectedly;
        perhaps it is corrupted?  *Possible* reason follows.
bzip2: Invalid argument
        Input file = (stdin), output file = (stdout)

It is possible that the compressed file(s) have become corrupted.
You can use the -tvv option to test integrity of such files.

You can use the `bzip2recover' program to attempt to recover
data from undamaged sections of corrupted files.

tar: Child returned status 2
tar: Exiting with failure status due to previous errors
done
Setting it up...sed: no input files


I am fine if its not supported to be installed from other directories
but then we should give a clear message and shut the installed down cleanly.