Is there a way to set the default directory that the program goes to when you want to open a document?

There is one fairly ugly way. You can edit the shortcut for PrinceXML, set the execution command to include the full path to the application, then set the spawn directory (some versions of Windows call this the "working directory") to the directory you want all file dialogs to default to. Do this with caution, however, young padawan - it is possible, though highly unlikely, that PrinceXML is dependant on being executed from a specific location. This technique might breakenate things.

However, it may be worth considering simply making a folder in My Documents called _shortcuts (so that it sorts to the first thing in the list,) and inside putting a bunch of hyperlinks to the directories you typically go to. That will give you functionality equivalent to Office XP bookmarks (which seem to be what you actually want) at the cost of one slightly warty appearance, but it'll work in all applications - even windows 3.1 apps, cygwin apps and so on. Pimp hand is thus held both high and strong. This method is win.

John Haugeland is http://fullof.bs/

I actually found an even easier way to do this. I used one of the sample AutoHotKey scripts that allows you to middle-click in any Explorer window or open/save dialog and select from a list of your favorite folders. Get it here: http://www.autohotkey.com/docs/scripts/FavoriteFolders.htm