Linux: write jd-config.cfg under a 'dot-directory'

[rombert]

I noticed that after using jd-gui I have jd-gui.cfg file under my home directory. This file should be written under a different directory. To quote the XDG Base Directory Specification

$XDG_CONFIG_HOME defines the base directory relative to which user specific configuration files should be stored. If $XDG_CONFIG_HOME is either not set or empty, a default equal to $HOME/.config should be used.