I am a windows (primarily) user. It would be really great if where I last opened an image was remembered. The default location is not at all where I would keep anything. If I could change the default location, that would be okay also. Sorry if I missed some obvious setting. I skimmed the configuration dialog and didn't see anything obvious.

That actually should work... The problem probably is with the Windows file dialog. I'm going through a ton of agony trying to get the right (native) file dialogs working correctly on the right platforms. It's worse with Gnome, where the native GTK file dialog hangs the application if there's something in the clipboard...

You could make a bug in bugs.kde.org, it's something I want to have working properly for 2.9.