Well....

If you use API, you could open the folder for reading & write (not a file in a folder, but the folder itself), and save the file pointer into registry (or file, or whatever...) and close your program (without closing the file pointer).

Then when you want to release the folder, you open your program again, read back your settings (file pointer), and close the pointer to the folder.

This is in theory, I never actually tried it, but it's worth to try it I think...