Remember last directory on a network share

I always play my files from a SAMBA network share by using the “Files” option from the menu. Whenever I exit to the main menu to change some settings, I have to again to click through all the directories to get back where I were.

Is it possible to let the wdtv remember the last used directory?

Nope, that option is not available, but you can post the idea in the ideas section. 

http://community.wdc.com/t5/WD-TV-Live-Streaming-Ideas/idb-p/streaming_ideas