Since Windows Vista, Microsoft has a new API that replaces the API jnafilechooser is currently using. The new API, called "Common Item Dialog" has several important improvements, most importantly, it's respecting the initial directory. Please update jnafilechooser to use "Common Item Dialog": https://msdn.microsoft.com/en-us/library/windows/desktop/bb776913(v=vs.85).aspx
Since Windows Vista, Microsoft has a new API that replaces the API jnafilechooser is currently using. The new API, called "Common Item Dialog" has several important improvements, most importantly, it's respecting the initial directory. Please update jnafilechooser to use "Common Item Dialog": https://msdn.microsoft.com/en-us/library/windows/desktop/bb776913(v=vs.85).aspx