Dia doesn't remember where I want my files

[cnelson nycap rr com]

I'm running dia v0.95-1 on 'Windows XP Pro.  It very nicely remembers
which sheets I've used and I imagine some other stuff but every time I
restart dia and go to open or close file, it thinks I want to have data
in c:\program files\dia\xslt.  I do NOT want data under "Program Files"
but I won't get too upset about what I consider a dumb default if only
dia would remember that the last place I opened or saved files (...\My
Pictures).  Can dia be made to remember my working directory?