ie 8 and remembering the last folder to save to

Using Vista and IE 8; how to we get the setting whereby when we save a web page it will remember the last folder saved to when adding a Favorite. I want save a web page to a favorite; then navigate to another page and then save that page to the same folder of the previous save; but I have to click Add to Favorites and re-navigate to the desired folder every time. My friend using IE is able to save one; then another, then another, but the folder she first saved one to in that session appears automatically without the need for re-naviigating to the desired folder each time. Any ideas? thanks.