No. There is no global default Programs decide for themselves. My Docs is 5th choice (ie the previous 4 options didn't apply). The 6th and final default is the desktop if it can't find a My Docs.
Entirely depends on the program. It;s under the programs control.
It's entirely up to the program. If the program doesn't specify these are the rules (#1 and #2 is the program specifing - a lot don't). You can try setting the default directory (in a shortcuts properties) but it depends on the program and if there are any files in that folder that match the File Of Type in the dialog.
Windows 2000/XP:
1.. If lpstrFile contains a path, that path is the initial directory.
2.. Otherwise, lpstrInitialDir specifies the initial directory.
3.. Otherwise, if the application has used an Open or Save As dialog box in the past, the path most recently used is selected as the initial directory. However, if an application is not run for a long time, its saved selected path is discarded.
4.. If lpstrInitialDir is NULL and the current directory contains any files of the specified filter types, the initial directory is the current directory.
5.. Otherwise, the initial directory is the personal files directory of the current user.
6.. Otherwise, the initial directory is the Desktop folder.