Can Vista remember the last folder accessed?

I upload and send a lot of pictures. But when I select a picture, and go back
to the folder to select more, I have to "open folder", go to 'my documents' ,
pictures, the folder the pictures I want, the subfolder, and then select the
correct jpeg.

In XP, I'd click "open folder" and be in the folder that was last accessed.

Any way to get Vista to remember this?

(Sorry if this isn't the correct forum for this question. I had no idea
where to look for an answer and this one seemed to be the closest.)