Silly question about OSX remembering save locations

Hi there

I am currently trying to get used to a new Lion-based mac (from a Tiger-based G5), and there is a little niggling issue ragarding save locations.

Way back in the mist of time (when I set up my Tiger mac) I think I remember setting some preference or default somewhere so that the mac (whether in the Finder prefs or somewhere else) would remember my last save location rather than defaulting to 'documents' or wherever, and that preference carried over into the programs on tha mac, such as Quark, Indesign Photoshop, etc.

I've come to start my first job on the new mac, and I open a group of files in Illustrator, but when I come to save (save as) them, I have to select 'Desktop' every time I save, otherwise the program (and the OS in general) reverts to the files location, rather than last save location.

I know it's a silly little thing, but it's driving me nuts. I have tried searching through Finder prefs and System prefs on both the old and the new mac, but I have not found anything yet.

Do you lovely people have any ideas?