How do I print to same folder as file being printed?

I am running Adobe Pro 9.5.5 on a Win7 Pro 64bit system.

When I use Office (2003) or any other program and take Print to print the file to PDF, the output always defaults to previous folder I printed a PDF file into.

Please note: I am editing the file in a program, and taking the Print function to output to PDF

                     I am not doing a Convert to PDF

What I want  is for the output to default to the same folder that the file I'm printing is located in.

So if I am printing from C:\Users\{userID}\Documents\MyFolder

then I want the PDF to default to being placed in  C:\Users\{userID}\Documents\MyFolder

Is this possible?

If so - how please :-)

Many thanks in advance.