Save to last folder location

Sorry, first post, so lots of noob questions:

1.Just moved from XP to Win7 and finding it strange that when you save pictures from IE, it always open a window to save to the picture folder. While you can change the default and add more folder or drill down to the right folder you want to save to in the left panel; I work with literally hundreds of folders (I am a graphic artist and need to group picture types) and don't want to have to point it to the right location everytime.

What I really want is the good old method in XP where it simply remembers your last save folder so that once I finish one batch of job, I then move on to the next folder. Any option to get do this?

2. Firefox always save your last browsing session so when you restart, you get the same windows you last left opened and can even go back pages. Again, any option to do this in IE?

There are probably really simple solutions but thx in advance for helping a noob out :)

Sorry, I probably didn't make it clear, I don't want to specify one location as I am constantly saving to different folders. I just want it to remember the last location so I don't have to drill down everytime.
Even the recent folder option list is not enough as I work with at least 20 folders at a time.

Jonathan King said:

hmm... not sure in IE. In Firefox and Google Chrome I know it is possible.

Jonathan...how do you do that in Chrome? And in IE where in Internet Options do you do this?

For firefox, it always remembers your last saved location. It doesn't matter if you close it.
For Internet Explorer, I'm pretty sure that it can't do that.

Jonathan King said:

Chrome automatically does it. It remembers the last location for the current browsing session. In other words, as soon as you close the browser, the download location is reset to your default.

Great! Thanks!