I should be able to install to other drives and directories. The setup only installs to C:\Program Files!
If the installer does not let you specify install location; most likely, the program or an old version of it is already installed on your computer.
In order to change a previously installed Vovsoft product's installation directory:
After that you can choose any folder during installation.
Please note: Reinstalling on previous install doesn't allow changing the installation directory.