Hi Bill,
Unfortunately there is no way to disable this feature. However, end-user education in these cases is the key. Educating the user to only use a specific directory or not moving the directory anywhere.
This issue is not so uncommon as many may think. I have in the past suggested creating a special sub-directory off their My Documents folder and only using that area.. keeping anything they choose to save in some sub-directory under My Documents. This not only helps them to remember where it was placed but also aids in keeping their drive a little more organized so file searches are simpler.
Another option to find their missing directory is if they can remember the name of the file in question, performing a file search of the drive for that data.
This has proven pretty successful in my experience since this feature is not a user configurable option.
Good luck and hope this helps!! :)
Regards,
Jesse