Changing the default folder?

I have recently installed Paralells 5 on my MacBook Pro 2010, everything runs fine, there's just 1 quirk. I have AutoCad 2011 and Microstation V8 on my computer, everytime I save an AutoCad drawing it goes into a microstation folder? I can choose what program to open it with, but it would be alot easier if my CAD drawings were saved as CAD drawings and Microstation as Microstation! I guess I set it up wrong. I am a dislocated worker back in school after 30 years, so I still have alot to learn about computers. Any help will be greatly appreciated!