>>There is a way to do it via the windows registry...
>>
>>HKCU\Software\Microsoft\Office\15.0\Outlook\Options
>>
>>Once there - , create a new string value called DefaultPath ...and put the path you want in for it's value data.
>
>Thanks, I have created the entry as follow:
>
>See attachment
>
>However, if I restart Outlook, create a new message and click on Attach file, I am redirected to C:\Users\MyUser\Documents.

hmmm..I think what I suggested only works for saving the attachments, not creating new ones. My guess is that might be in a different spot in the windows registry. One thing though you might try - if you attach an attachment one time and thus select the right folder - perhaps the next time you go into it then you're starting out in the right folder.