When I installed the canopy I didn't chose the default working directory seriously, after finishing install, I want to change the default working directory, but can't find how to change it!
If you delete both the User and System environment directories (wherever you put then) and the file locations.cfg in your Canopy configuration directory, you will be re-prompted for the location on next startup. You don't say what your OS is, but for the locations of the configuration directory, see step 5 for your OS in this article:
https://support.enthought.com/entries/23580651-Uninstalling-and-resetting-Canopy