Hi Chuck,
It depends on the program and how it was written. Some programs are set
to "remember" the last opened window location, others don't have this
ability - depends on how the author wrote the program. The last or
preferred location of the program's window would be in an .ini file
usually in the program's folder, or in a registry key associated with
the program.
If it's Windows Explorer, it can sometimes be a bit sticky - or should
I say "unsticky". Try setting the window to the size and location you
want and then, while holding down the Ctrl key, either click on the X
at the top right, or click on File => Close.