Datagrip - How do I set project directory for new projects?

Hi experts,

I know how to change default project directory, but I don't know how to set project directory for new projects.

If I click File->New->Project it goes directly into the default project directory. Now I deleted the default project directory but it just goes into the original default directory in C drive.

Is there a way to invoke a dialog to choose project directory for any new project? Kind of weird because I swear I saw this dialog sometime, but maybe in a dream...