title: Setting the initial directory of an SaveFileDialog?
body: <p>I'd like a SaveFileDialog with the following behavior:</p>
  
  <ul>
  <li><p>The first time you open it, it goes to "My Documents".</p></li>
  <li><p>Afterwards, it goes to the last selected folder.
  What's the best way to accomplish this?</p></li>
  </ul>
  
  <p>If I don't set the InitialDirectory, it goes to the exe's directory - which is not what I want. It rememebers the last selected directory though - even between executions.</p>
  
  <p>If I set the InitialDirectory, it does not remember the last selected directory. Of course, I could save the last selected directory in the registry :( but I am looking for a better solution.</p>
  
  <pre><code>      SaveFileDialog dialog = new SaveFileDialog();
        //??? dialog.InitialDirectory = Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments);
        dialog.ShowDialog();
  </code></pre>
  
  <p>Any advice?</p>