Whenever you execute a script or save a file in SQL*Plus without specifying a directory, it is assumed to be in the default directory. Typically this directory is named similar to C:\ORACLE\ORA81\BIN. To change it to the C:\GUEST directory instead, you need to create a shortcut as follows.
Choose Start, Find, then Files or Folders, in the Named field type SQLPL*.* and then choose the correct drive (typically C:\) for the Look in: field. Then click on Find Now. The Find utility will find programs that start with SQLPL and one of the files returned should be the SQL*Plus executable file. It displays with a yellow plus sign. Right-click on the file, and choose Create Shortcut. Indicate to Windows that you want the shortcut to be placed on the desktop. Exit the Find program. Look at your desktop for the newly created shortcut and right-click on it. Choose Properties, then choose the Shortcut tab and enter in the Start in field the value C:\GUEST and then click OK.
Note: C:\GUEST will be your default directory whenever you execute SQL*Plus through the shortcut only.