Yes, you can specify the notebooks location in your profile configuration. Since it's not saving them to the directory where you started the notebook, I assume that you have this option set in your profile. You can find out the the path to the profiles directory by using:
$ ipython locate
Either in your default profile or in the profile you use, edit the ipython_notebook_config.py
file and change the lines:
Note: In case you don't have a profile, or the profile folder does not contain the ipython_notebook_config.py
file, use ipython profile create
.
# The directory to use for notebooks.
c.NotebookManager.notebook_dir = u'/path/to/your/notebooks'
and
# The directory to use for notebooks.
c.FileNotebookManager.notebook_dir = u'/path/to/your/notebooks'
Or just comment them out if you want the notebooks saved in the current directory.
Update (April 11th 2014): in IPython 2.0 the property name in the config file changed, so it's now:
c.NotebookApp.notebook_dir = u'/path/to/your/notebooks'
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