Quote:
In the options sidebar, choose My Computer > Special Folders and then select "Installation Path" from the drop down list, and set it to whatever you want. I've never used it for this purpose but it should do what you want.
If not using XP, then I don't really know! Maybe someone else will... 
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Installation path is the path where you load
from eg CD drive letter . Doesn't appear to be an option to install to.