Since my comment seems to be the actual answer, I repeat:
On the toolbar of the Solution Explorer there is a button "Show all files" (or similar, I use the German version). This switches the view to directories, not filters. In this view, you can right-click on the desired destination folder to add items.
This does not actually change the default directory, but since you have to click somewhere anyway to add an item, this is the easiest approach.
Note that even when using Visual C ++, I would recommend the Power Tools extension that ships with Solution Navigator. In C ++, this is not as strong as with .NET, but it still has several functions that are useful in C ++ and can completely replace Solution Explorer.
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