I just started IPython Notebook, and I tried to use \"Save\" to save my progress. However, instead of saving the *.ipynb in my current working directory, it is saved in my p
Based on my experience, if you use "ipython.exe" in python-2.7.5/Scripts from other directory, as typing at the comamnd prompt as ipython notebook, *.ipynb files will be loaded and saved in the current directory. ("notebook" is just a comamnd line parameter) I think the "ipython notebook.exe" in Winpython top directory is not relevant for your request. As for me, I added the ipython.exe directory to the Path only.
If you want to make your profile in user directory, see below:
https://code.google.com/p/winpython/wiki/Installation#Settings