How to set the working or current directory in the notebook?

edit

If I start sage in my directory ~/Sage/ then !pwd returns that directory. If I start a notebook though, the directory, given with

import os
os.getcwd()

is a temporary directory within the /tmp tree. And if I try to change that directory with os.chdir("/home/me/Sage") then that change doesn't seem to "stick", in that the second time I call os.getcwd() it gives me the /tmpdirectory again.

What I want to do is to run the Sage notebook in such a way that I can load files from its current working directory. I tried starting the notebook with notebook("/home/me/Sage") but it seems to make no difference. Unless of course the results of os are wrong.

How can I fix the working directory for use within the notebook?