How do I change the default location for importing text files?
 

In earlier versions of Excel, when I wanted to import text files, I would
click "Data", "Import external data", and "Import data". For the first file
to import, I would navigate to where the file was, and click on it to import
it. After the first file was imported, I would always be in the last folder
from which I imported data when I went to get a new file. Now I've upgraded
to Excel 2002 using Windows XP Pro. When I want to import data, the import
process always starts in the same place -- My Data Sources -- rather than the
last place I used, meaning that I have to navigate down through several
layers of folders every time and negating the benefits of having all my data
files organized in different sub-folders. Is there some way to go back to
the way it used to be in the earlier versions?