Default save path when combining pdfs

I am wondering if there is a setting I have overlooked and maybe someone else knows the answer to this.

When using Acrobat Standard (X or XI, I believe) at work, I regularly go into a folder using Windows Explorer and Ctrl+Left click several pdf files and use the Right click menu to combine them. After running the command, the default location that Acrobat shows for me to save the new binder is some other folder, rather than the folder the files are currently located in. Is there a setting somewhere that will allow me to save to the location where the constituent files are already located? My company uses rather long numbering and directory systems which make browsing back to the proper location quite tedious.