Remembering directories

Hi,

I'm having problems with several programs such as Final Cut Pro, Photoshop, Soundtrack, Motion...etc. remembering directories. For example if I import a file in any of these programs and then go back to import another file, it does not stay in the directory in which I had selected the previous time. It defaults back to the documents folder. It used to remember, so I'm wondering if there is some kind of preference file I can trash. It has to be a problem with OSX since it happens in all applications. Any help would be greatly appreciated.

Thanks!
Jeremy