I also use LR3 under Win 7, and LR always opens exactly where I left it. If I'm in Grid view with a filter locked and one image selected, it opens in grid view with the the filter on and one image selected. If I'm in develop, it opens in develop. Maybe try reinstalling? How have you set up your file management for Windows (outside of Lightrroom)?
Mike.
With filters locked or not I still get the same behaviour. The folder list always displays from the top i.e. the first folder and all the folders that I've opened recently are open. The folder in focus is way off the screen and one needs to scroll down to find it.
I've recently re-installed lightroom 3 to hoping to cure another problem about the edit in photoshop options not working properly (it turned out that required a PS re-install to cure). So I don't think re-installing will help here.
The file management is done by creating folders and files outside of LRM and then importing them into the catalog.
Thanks for the suggestions anyway.
Gerald