well normally, your source files are being part of a project.
The new project templates allow you to specify a preferred directory, where all projects will be created, normally a subdir per project, and in that dir you save your sources (or even in a subdir at that position).
Example :
D:\MyProjects\Project1
with source files saved at (when I save them the first time)
D:\MyProjects\Project1\src
...