Hi
It doesn't matter where you install it, my friend is running it from his external hard drive.
I have it installed in D:\Wow.
The truth is that it doesn't even need to be installed.
You can take an existing installation and copy it to a new computer and it will run fine.
I'm running the same installation that was on my XP 32 bit computer on my new Windows 7 64 bit one and it doesn't know the difference.
I just copied the Wow folder from one to the other.
So if you know anyone with an installation you can just copy it to your computer.
Mike