difficulties with StandAlone

[Jon]

Every time I try to create a StandAlone (SA), I have to select a 
directory into which the SA will be created, starting at My Computer.  I 
don't mind selecting the directory the first time I do this for an 
application, but is it necessary that I do this every time?  And if I 
have to do it every time, could it start from the most recently selected 
location, rather than from My Computer?  Drilling down into the 
directory structure over and over again seems needlessly tedious to me. 

Am I missing something here?  Does it work this way for everyone?

:)

Jon