Locate the nexusfile.ini file inside the NexusFile install folder. In the ini file, you'll see two lines that say...

lastpath1=c:\somepath

and...

lastpath2=c:\some\other\path

Those specify which folders will be opened when you run the program. lastpath1 refers to the left panel, and lastpath2 refers to the right. Use a text editing module (xtextedit for example) to set the path(s) before you run nexusfile.exe. :)

Backup the ini file before you start experimenting!