OK, I'll look at it. Currently I suppose that it would help if you uncheck the "Rememeber that last used directory" on "Environment" tab of Login dialog.
In PuTTY I tend to leave out the username on some saved sessions so I'll be prompted when I log in. If I then import these sessions into WinSCP they work fine except the first time I double click them I am taken to the username field (which is great). I then enter a username and hit Return which logs me in as this user in WinSCP (which is better than great!). The problem is after doing this WinSCP saves the username in the stored session, even though I never clicked Save. While I can see this being very useful for chaning settings and not having to remember to save before logging in, could an exception be made for the one item of the username?