When I go to File | Save | All Sessions it defaults to a directory (that is not where I want to store the debug information I collected).  

I store all problems I am working on in a different directory structure.  When I go to SAVE my debug session I would like to set the Default directory (structure) where I save all my other documentation for problems I am working on.  Having to "re-find" my documentation folder multiple times in 20 minutes of saving multiple debug sessions is tedious and non-productive.

I suggest a user preference that has these options:

Set default directory to: ..........   (It will always open to here when a SAVE is done)

Follow Last SAVE directory:  (Check box)     This will open whatever directory location you last did a SAVE to

User Fiddler's Default Location:  (Check box)     This is like a "Reset" to Fiddler's default location.