I know what he's talking about. If you use Poser's import function (File -> Import), then save a new file, it will default to the file you imported the item from.

I keep all my PZ3s in one folder, so there's usually no issue if I import a Poser file. But I keep my OBJs in a different folder, so if I import one of those, the next time I save a new Poser scene, it will default to my OBJ folder.