My pictures issue in XP

So when you right click an image and choose Save Picture As it opens My Documents instead of My Pictures as the default folder?

if the above is true then either of these methods would work;

1. Use Powertoys for XP install the TweakUI applet and once loaded, run and navigate to My Computer > Special Folders and in the drop down box choose My Pictures and then browse for the location you wish to save your pictures to by default > apply.

2. This is the registry method of setting the default special folders http://windowsxp.mvps.org/usershellfolders.htm