Session information should be stored in Roaming directory not Local

The Roaming directory is used on Windows NT system when a user log on on a window server. See http://en.wikipedia.org/wiki/Roaming_user_profile
It would make sense to add any information that you expect to see when you start MuseScore in the Roaming directory. That would include the session file, the profile file, etc... The Aeolus folder is good candidate to stay in Local directory.

Currently, MuseScore saves only the preferences file in the roaming folder.