Question about saving files in PSP7

There was a setting I stumbled on at one point, to when I saved a file, it automatically saved it in the format of my last save (.jpeg, .png, etc), and it automatically went to my last saved picture...  That way when I had a folder of thousands of icons and forgot what number I was on, it wasn't that hard bc it was there, and I just adjusted the last digits.

Anyway, for some reason, I can't find that setting now and I'm trying to fix it.  Does anyone know what I'm talking about and how to get it back?