***Make a back up of your Registry first***

Launch Regedit and navigate to

HKEY_CURRENT_USER\Software\Microsoft\Command Processor

On the right hand window you should see Autorun (if not create a new string, called Autorun) double click it and enter CD followed by the directory you want it to default to.

For example

CD C:\Documents and Settings\Username\Desktop

Entering just CD\ will take you to the C:\ prompt.