Just to add to Andy's reply:
In xl2002, you can add a shortcut to that File|SaveAs dialog.
Do File|SaveAs inside excel.
Go to your favorite folder
Tools|Add to My Places
Then you could just click on that icon right after excel "helps" out by going to
the addin folder.
If you're using xl2k: You could use an addin from MS:
It's called Places.exe that allows you to update the places list.
http://support.microsoft.com/default.aspx?scid=kb;en-us;Q253338
INFO: Office Developer Samples and Tools Available for Download (Q253338)
Scroll about halfway down.
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I use xl2002. I could right click on an icon and choose to remove it (well, for
some of them!).