monline

Unfortunately the bad news is this is quite application specific. An application can have it's own dialog implementations for both "Open" and "Save as". Of course there's a system default in every Windows version, but not even Microsoft products are consistent in using the same dialogs. Eg. if you install Office 2007 on a Windows XP (SP3), the office "Open" and "Save as" dialogs will be quite different from the ones built into XP (more specifically XP's Windows Explorer).

The good news is that some products allow you to customize these dialogs. In Microsoft products the list of shortcuts on the left side of these dialogs is called the "Places Bar" (or "My Places" bar). Eg. there's this MS knowledgebase article on "How to customize the My Places bar in both the Open and the Save As dialog boxes in Office", which describes the procedure for various Office versions. (Note: it seems though that you cannot add custom shortcuts to the Places Bar in Office XP.)

In case of Windows XP's Explorer Places Bar you have to either install PowerToys or dig into Group Policy Editor or Registry Editor. Neither is very convenient. In the Explorer of later Windows versions (Vista and 7) you've the option to create custom libraries and add custom places to the Favorites, which makes accessing custom directories/pathes only to take a single click.

In case of Microsoft SQL Server Management Studio (various versions) you've to dig in the registry too, but in a different location than for Explorer.

And of course there're billion apps that don't leave you any room for customization of the places bar (or don't even show a places bar ). You should google for a solution for the given application.