MAC Computer won't remember the last save location

I have a MAC G4 desktop running 10.4.11

Problem:
I am using any application on my MAC and save a file to the network share (Windows 2003 server / NTFS file system). Using 'Save As'. This part is fine. However when I make then make a change and click "Save As" again it doesn't remember the last folder I was in, on the File Server. Therefore I need to navigate to the folder again, all the way from the share root. This is very frustrating.

Troubleshooting:
- I have a second G4 Laptop (powerbook) on the same network with the same login account. I run through the same process and when I click "Save As" it does remember the last folder I was in.
- I have tried several applications including Indesign and also Word. none of the application on that computer will remember the last save location on the server.
- This computer does remember where I last saved to if I am saving locally. Just not on the File Share.

Any help would be appreciated. I am not too good with MacsStart Free Trial