I opened a ticket with PTC and they told me there is no way to do what I
want to do. As several people mentioned, you can make multiple short
cuts but that requires killing Pro/E which is even more laborious than
just using a mapkey.
The best solution that I figured out was to run a trail file upon
launching Pro/E that opens the open dialog box, browses to my working
directory and then closes that dialog box. Pro/E will "remember" the
last place that you browsed to so in effect this solves my problem. The
only problem is that it doesn't work in a linked session at launch
because the linked session prompts for a password which the trail file
does not capture. I guess you can't have everything.
Thanks for all of the responses.
Chris