Greenfoot remembers the last location to open/create projects, using the bluej.projectPath setting. This is stored in each user's greenfoot.properties, but you can effectively set an initial value for this property for all users by adding it to your greenfoot.defs, e.g.
This won't prevent users later trying to open/save to other locations but it will give them a nudge towards the right location.
Nice one! This is exactly what I was looking for.
Thanks for the fast response!