Windows 7 File Save Location

I was wondering if anyone could help me fix an issue I am having. I save multiple pdf files (as many as 20 in one sitting) to the same file location deep into my server directory. When I first got my Windows 7 Enterprise, if I "save as", choose a directory on the server, save it, then choose another pdf, when I choose the next one and save as, it defaulted to the place I last saved. For some reason lately when I choose to save another file to the same spot it chooses the default save directory as My Computer then i have to navigate through 10 directories to find the same spot.

I am just trying to speed the process up since the location I save is deep within the server tree. It is just a pain having to choose 10 directories to find the right spot.

Any help would be greatly appreciated in bringing this back to the way it was. Thanks.