iTunes troubles

I like iTunes.

It’s neat and does what I want it to and have a built in shop, so I’m probably not going to switch even if you suggest it.

But I do have a really annoying problem.
Whenever I update iTunes - and that seems to happen several times a week, because every change to Apples goddamn shop needs a software update locally (?!) - I my iTunes library resets to E/blablabla/My Music where E: is my primary Windows partition (Vista).
If I forget to change this my library gets messed up, but after a few bad accidents, I don’t. But whenever I change it back to my NAS Z: it has to do the whole updating, checking and consolidating thing which is a pain.

Anyway to change this, or am I fucked for using another location for my music?