How to set CFileDialog default file path at dlg.DoModal (in Windows 7)?

I found this answer in an old forum post:

CFileDialog findcpr(true, ".vtl", NULL, NULL, "cpr files (*.cpr)||All Files (*.*)||");
findcpr.m_ofn.lpstrInitialDir = m_jobdir;
findcpr.DoModal();

It works as expected under Windows XP, but not under Windows 7.

TIA.