Install firewall in location of my choice

I tried to install the firewall in the locations of my choice but failed. I did change the location of the downloader, but could not change anything else. Before I could do very much it installed geek buddy on my c:\ drive, and I could not change the preselected location for the firewall. I do not like to keep applications on the same partition as my OS. I canceled the installation and removed the geek buddy. How can I install the firewall in a partition of my choice? Thanks esmo

I haven’t tried the new installer yet. Is there a button somewhere to indicates you can change the installation path?

The new Opera installer, Acrobat Reader installer and Java Runtime Environment installer have such a button.