Downloading Pics to Folders in My Pictures

I have alot of specific artist's folders in My Pictures Library. I like to visit the artist's galleries on the web and download pics of their latest paintings. The problem I'm having with Windows 7 is that each time I download one of the artist's photos, the folder closes and when I try to download the next photo into the same folder from the same website, I have to start all over at Library and loacate that artist's folder again before I can put the next picture in it. With XP, the folder stayed open and I could save all the photos to it that I wanted without having to hunt for the folder and reopen it to save the next pic.

How can I keep a specific folder open in My Pictures to download more than 1 pic into it without having to go back and find it and reopen it to download a 2nd or 3rd pic into it?

Thank you.

Thanks Shawn. I will often download a number of photos from the web to a number of different artist's folders....so you're saying there's no way to keep the same folder opening each time while I download several photos into it without making it a default 'save to' folder. If I download all the photos into a default "save to" folder, then I'll ultimately have to take the time to move them from the default folder into the various artist's folders....very time consuming.