Working directory in menu items?

[Moses McKnight <moses gcecisp com>]

Hi,

Is there a way to set a "working directory" for a menu item in the Gnome menu? 
Windows has something like that and it changes the working directory for that 
program when launched.  The reason I want this is that many gnome programs don't 
remember the last place you opened or saved (especially) a file and just default 
back to $HOME which is almost always *not* where I want it.

Thanks,
Moses