Default Database Directory not used for RTF and PDF exports

I am running Access 2007 SP1 under Windows XP home.

I have configured the Default Database Folder for Access using
Office / Access Options / Popular to a folder specifically set up to
receive reports.

I have also configured the Quick Access Toolbar to contain icons for
'Export To RTF File' and 'PDF'.

When I open a report from within Access and select either the QAT RTF
or PDF icon, the default directory shown in the resulting file dialog
box is 'My Documents'.

I then tried displaying the results of Application.GetOption("Default
Database Directory") using VBA code immediately before opening the
report. This successfully displayed the specially-created reports
folder, but the RTF and PDF files still defaulted to 'My Documents'.

I have also tried using Application.SetOption "Default Database
Directory", "report folder..." before opening the report. The RTF or
PDF default directory remained at 'My Documents'.

Can anybody please advise how I can set the default directory for RTF
and PDF output in Acces 2007 from within VBA code.

Note: My Access 2007 database has been converted from Access 2003.
In Access 2003 I successfully used the Application.SetOption "Default
Database Directory" approach to control the destination folder.

Thanks, Tony.