You eliminate what you need to do to solve your problem. If you do not install InitialDirectory, then the last directory used is used in the dialog box. This information is stored in the registry, indexed by process name. You cannot selectively disable this behavior.
Windows. , Win7 HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\ComDlg32\LastVisitedPidlMRU. , . , , Windows. , , InitialDirectory.