Uwe Brauer writes:
 When I closed xemacs in my last session I had a file open in a
directory
 which does not exist anymore, however I now obtain on start up 
 the directory foo does not exist, Create? 
That's a session manager of some kind.  The most popular one is
desktop.el.  Look for an .emacs.desktop file either in ~/ or in the
current directory when you start up XEmacs.  You can delete the sexp
describing the now non-existent file (at least it doesn't exist in
that directory any more!)
 And independent what I answer next time I start this message still
pops
 up, this is annoying, which package could cause such a behaviour? 
It's a bug in the session manager.  You could try a newer version if
one is available.
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