Hi Gauder,
Sorry, no it will not help for the Open, Save, or Save As dialog boxes. That is a completely different beast. This has always been spotty at best. I notice that it seems to only remember the last save/open location for everything, but some programs will remember differently.
The user folders in the Start menu or top part of the folder tree are junction points to the C:\Users\(your username) location. These two locations will have a separate memory for each and must be set separately to.
Hope this helps,
Shawn