Vegas, like almost other Windows software follows certain "rules" one of which is defaulting to such and such directory (folder) to put files the application creates. The logic or lack of it, is supposedly so newbies types can find their files back. The same "rule book" pretty much say thou shall allow end user to put created files where he wants. Vegas does, just like almost every Windows application. You got to be smart enough to pick up the visual clues. Like the little window that pops up. Or preferences and options and project setting, and... well you get the idea. Pay attention!