Strange, if I hit render, also for short croptests, and not save, I still end up with rows of beauty files, and rows of corresponding alpha's. I have to reconsider my workflow, though it's not a big nuisance. It's probably a setting in prefs.
Actually I just did that yesterday; made my own startup scene, with a render layer (depth checked, not alpha) but I must get my head around naming and where it ends up. I easily get confused by all this stuff.
So if I type in your connotation, I don't have to change anything when I start a new scene (in a new folder)? Not even 'saving' it, I mean going to that folder from the little button next to it? Have to try it...