I’ve tried it here, and I can’t seem to reproduce the problem. Whenever I attach a photo [for example off of the ‘Photos..’ button], go to the Project tab, press ‘Change’, change the directory, choose a photo and press OK, the next time I attempt to attach a photo (to a currently blank photo of course) and I go to the Project tab, it’s on the directory that I last used. In fact for more fun, I can attach two photos from two different directories (to two different ‘controls’), and depending on which one I press OK on last, the directory for any third photo will be the last one I selected.
Could you outline the steps that you are trying to do?