Is there any way to change the default directory Visual Studio 2010 uses when you add a source file through Add -> New Item?
Since my comment seems to be the actual answer, I repost:
In the toolbar of Solution Explorer, there's a button "Show all files" (or similar, I'm using the German version). This switches the view to directories, rather than filters. In this view, you can right-click on the desired target folder to add items.
This does not actually change the default directory, but since you have to click somewhere anyway to add an item, this is the easiest approach.
Note that even when only using Visual C++, I'd recommend the Productivity Power Tools extension, which comes with Solution Navigator. In C++, this is not as powerful as with .NET, but it still has several features that are useful in C++ and can fully replace Solution Explorer.