Question : How can I change the default location where RDP tries to save it's default.RDP to?

I have my 'My Document' folder setup to a network location.  After connecting to certain VPNs my local area connection gets disconnected which is to be expected.  As a result when I used the command line mstsc /v: command to launch remote desktop it takes an extended period of time to open and then displays a message "Unable to create or access your My Documents folder (u:\My Documents\).  You connection settings will not be automatically saved on exit.

How can I change the default location where remote desktop tries to save it's configuration to so I can skip the delay?

Answer : How can I change the default location where RDP tries to save it's default.RDP to?

I use the command line arguements MSTSC /V: to launch RDP so I simply cannot edit the path of the shortcut.