Default directory for file dialog always defaults to "My documents"

I noticed that in the RC version of NetBeans that every time I bring up
a file chooser (like to specify an image file for an icon), it defaults
to "My Documents" and it is awkward to navigate to other drives.
I think it used to always remember your last chosen directory, which is
usually what I want. Have you all noticed this? Is there a way to change
the behavior to "last chosen"?

Thanks,

Rob