Unfortunately, you'll need to change the default directory of each application by hand. (Fortunately, you'll only need to do it once.) In many cases, an application provides this capability. For example, in Microsoft Word, you can change the default directory as follows:

Select Tools--Options, click the File Locations tab, select a file type, click Modify, navigate your way to the folder of your choice, and click OK.

If an application doesn't offer this feature (WordPad is a good example), you'll need to change the default directory at the Windows level. Locate the shortcut you use to open the application (most likely in the desktop or Start menu), right-mouse-click it and select Properties. Click the Shortcut tab, type the path of the desired default directory in the "Start in" text box, then click OK. From now on, as long as you use this shortcut to open the application, your selected default will stick.

(Note: In a given work session, if you navigate your way to another folder inside the Open or Save dialog box, that folder will remain the "default" until you switch to another or close and re-open the application.)