|Open My computer > "Tools" > Folder option > view tab>|
Check/ tick mark " Restore previous folders windows at logon."
If problem still same then you can edit in registry key.
But, first you should take back up of registry.
Start > Run > type regedit.
Go to "Files" menu > Export and save the file.
After take back up you can edit -
Start > run > regedit > and find
On right hand pane find Userinit and double click to it.
Its value something like this
If any additional are there, you can remove it and restart the computer.