One of the good features of VSTS is that you can build an app (Windows) in memory – you do not need to save it in a location. This feature is not available for Web sites. It’s only available for Windows applications (C#, VB.NET and other). By default when you create a new project in VSTS it asks for a location (folder) to save the project/solution.
Some time you do not want to save – you just want to play a little or just a little piece of code. You can change the settings in VSTS Options dialog box (Tools > Options menu). Go to Projects and Solutions > General section and uncheck the “Save new projects when created” checkbox.
Next time when you create a new project VSTS will not ask you to specify a location. It will hide the location textbox in the “New Project” dialog box –
It will temporarily save your files and project in a temporary folder and when you click on Save it will ask for location (similar to Word, Excel or any Office app) and will save the files/project in the specified location