* TeXnicCenter 1.0: Dialog "Search/Find in Files" always remember last used "In" directory.
* TeXnicCenter 2.0 (Alpha3) always reset "In field" to project directory. Very Annoying!
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The described error has been added to the official bug list.
Thank you for your report.
That is actually by design.
We need something nicer of course. Something similar to the VS dialogs.