the reason for the extra edges and the disappearing faces when deleting edges is that blender doesn't support ngons. so you have to model a bit differently and put more thought into your actions beforehand. i don't find it to be a big problem for non-organic models but for doing characters and such things i miss ngons a lot. that's why i also use modo besides blender.

hm... i don't have the problem with the blender directory. the file dialog always seems to use the directory i last was in but what i don't like about it is that it seems to be quite random in what window it opens.

i also don't have problems with import. most import scripts work great. was there something special about that model?