Currently the Import Options Save location is only controlled by first selecting the file you want to import and then clicking the Options button, then you'll see the save options at the top of the dialog box.
This allows unknowing users to do this incorrectly and have files saved in a random Imported Components folder. This can cause a mess with file managment, and it would be preferred to be able to set a default mode in the application options that could be managed by the CAD Administrator. Then if the user decides they need to depart from the default, they can always use the Options button and set the save location as needed.
Related links:
http://forums.autodesk.com/t5/Autodesk-Inventor/Imported-Components-Folders/td-p/3823283
http://forums.autodesk.com/t5/Autodesk-Inventor/Change-location-of-the-Import-folder/m-p/3797649#M46...