OK, I probably should have mentioned I am using Win98. It takes me 6 clicks: look in, d drive, games, avernum, saves, and then select the save game I want. Sure, I could change my folder set up to make this easier, but this is the way I save most of my games.
At least Avernum doesn't force them to be saved in a Documents folder or "My Games" folder. And it is good that the game remembers the location during a session. I only have to do this when I start a session. Still, I sure wish you could set the location as a preference option or by editing a .ini file or something similar.