Vim: Change start up directory?

Assuming you're starting gvim from an icon/shortcut in Windows (from the kind of paths you supply), you can change the starting directory (completely independent from the fact that it IS gvim: it would be the same from any other app!) by editing the "starting directory" property of that Windows icon/shortcut.

Within vim, you can change the current directory with the :cd command:

:cd c:\users\casey