The documentation says:
"The CD and CHDIR commands are not supported in either single or multithreaded DLL servers. These commands change the default directory of the entire process, so all threads which are part of the process are affected."

But in my experience if you issue a CD command within a MTDLL, the command does in fact work. So now I wonder: Does CD really perform a process-centric CD, or is it actually only thread-centric, or is it really "not advised" rather than "not supported"?