you could add the cd line that vino suggested as the last line in your default shell's initialization file (sh/ksh uses .profile, csh uses .login, bash uses .bashrc, etc.) but that might affect how you go about with your work after the initial login ...

i think your best bet is to create either a symlink to the target directory like rhfromm said or create an alias for the cd (i.e., alias mydir="cd /target/dir") in your environment file whichever one it is that your default shell uses ...