It is set to default directorz of the session you open. You can change that. Please read documentation.

You can also specify default directory within the "send to" shorcut.

I was wondering if this is possible. I really like the 'send to' feature but it prompts me with where to copy it to. I am wondering if it can remember the relative path and put it in there automatically so that when I upload a file I don't have to type in the path every time. I set it to open up a certain directory on my local machine when it connects. Can it remember the path from that?