The last "Save As" location/folder is not remembered in ArtPro.
When you save a file on Desktop and try to save another file, it jumps back to the Documents folder as the last location is not remembered.
The com.esko.artpro.plist file located in User Library/Preferences contains the information regarding the last Save As location and resizing the pop-up windows in ArtPro. ArtPro can retrieve this file but in some cases cannot read.
Remove the "com.esko.artpro.plist" file from User Library / Preferences.
Reboot the machine.
User Library is a hidden folder. From Finder, go to Go and by holding the ALT key select Library.
You can make this folder permanently visible in the Home folder by going to View/Show View Options and enabling the Show Library Folder option.