It would be great when i create new file and save it, first directory that program is suggesting save to is the same that is selected in left window workspace folder tree.
Thanks.

I don't know what version of PhpED you have, but here that is the case
(for workspace folders, not for folders in the Explorer window)
Perhaps you can try by right clicking on the folder and then choosing "New File"? Here it works for both the one under the File menu and the one in the pop up menu.