If you look in the “Places” menu of the GNOME panel or the “Places” view in open/close dialogs or in the file manager, you will see a list of folders. It often includes some local folders and – in addition – the remote locations you connected to via the “Connect to server” functionality.

These entries are saved in your home directory in the file .gtk-bookmarks. It is built using a simple scheme: Each line consists of a target URL and a label to display, separated by a blank. You can simply reduce or extend your list of bookmarks by editing this file.

An example, showing various protocols:

sftp://username@host.na.me/path/to/folder My folder on host.na.me (via SSH)
ftp://user@another.host/mypath Another bookmark, using FTP
file:///home/user2/music My local music folder

This will be displayed as

My folder on host.na.me (via SSH)
Another bookmark, using FTP
My local music folder