How can you set Adobe Reader's save settings to the last directory a file was saved in?

Question

Is there a way to change the save settings of Adobe Reader so that it opens the directory that the last file was saved in?

For example, I go to open a file from email in Adobe Reader and "Save As" in a different location with a different name. To repeat this process, saving the file again opens the default save directory, instead of the last used directory.

Any thoughts?

Thanks!