Open you drawing template file. Change the layer setting and save the template file.
I was just having this problem and thought I'd add to it. There is a "Layer tool bar" that can be found, if not on your screen already, if you right click on any of the tool bars. With the drop down window on this layer tool bar you can manipulate the layer of the entities you add to your drawing, similar to the way it's done in autocad. Additionally you can set the default layer from here.
Just open up the layer manager in your template and set the default to be "None".
As far as the files that have already been created, you are going to have to do those individually
using the above method.