MSWorks does not open in Documents

I am using MSWorks 4.0. When I go to File, Open, it opens in My Documents instead of the Documents folder in MSWorks. I sort of remember that there is a way to change it, but I forget where. This just started today, and is a pain to have to got MSWorks folder and click on Documents. Hoping someone knows where to go to change it.

 

Talked to people I know. One of them came back with the following.
TIP: Set an application's default directory?
Use this procedure to configure where an application saves its files. Note that some applications may not function if you do this, so make sure to backup the shortcut before continuing. Right-click on the shortcut to the application, and select Properties. Click on the Shortcut tab, and specify the desired directory in the field labelled Start In.
Now I remember!!!