LT 2011Select File Dialog Box

I just got a new computer and reloaded LT 2011. When i click open to select a file in my directory it starts at the top of the directory and i scroll to find the file. Open the file and then when i go to get the next file in the series it starts at the top of the directory in the select file dialog box. On my last computer when i opened the select file dialog box would start at the last location. How do i set this to open at the last file location?