Setting search path in SW Explorer

I am having trouble with getting Solidworks seach in SW Explorer to use the directoryu I need.  I found the setting under options, but it doesn't keep the folder I set.  Went to file locatrions in SW, set it there, still doesn't search.  I need this to work when I rename a file, so it can fix all the references / links to other assemblies, etc. 

SolidworksSolidworks Explorer