These programs are configured to install into C:\Programs as the preset for Vista. That's a better location for them than your Program Files folder if you have User Account Control switched on.
The reason is that like many programs designed originally for XP and earlier, the configuration files are located in the same folder as the program itself. The program folder is also intended to be editable by the user.
If you want to share these programs with other users of the same computer, you can install them into a folder shared amongst all the users. Or alternatively install them separately for each user.
In Vista however, every program is expected to work with three different folders - the program location, the program initialisation files and the current folder for files saved by the user (all of which are separated further into per user and global locations). This system existed already in XP but was optional to the extent that not many programs followed the model. In Vista the system is strongly enforced by the operating system.
It's recognised that many existing programs don't fit this model. So Vista deals with programs like this by creating a "virtual store" which contains the actual data for any files you attempt to save into your Program Files folder. You see these files if you look at them using the Open and Save As windows. But because of the virtual store, if you do a search of your hard disk or explore the folder for the program, you find that the files don't exist in the places you saw them in the Open and Save As windows. You will find them in your virtual store instead.
This works well up to a point - users seem to be able to modify the contents of the program folder and modify files there from within the program - but things aren't quite as they seem - and this on occasion can lead to confusion.
Disadvantages of relying on the virtual store for these programs include:
It is best to avoid this whole situation if one can. One solution of course is to switch off User Account Control. Many however will want to keep it on for its extra layer of protection from malware.
I have been unable to find any recommended folder for such programs in the microsoft documentation. But I have found out that some legacy installers install into c:\Programs - and that seems as good a preset as any for an "unofficial" standard. Others install directly into Drive C but that could lead to a proliferation of sub folders of the root C making navigation potentially confusing. So - though not perhaps ideal, c:\Programs seems perhaps the best alternative I can find so far.
An alternative perhaps may be to create a Programs sub folder of your My Documents folder. Some programs do use My Documents for things that rather stretch the notion of a document. E.g. Microsoft itself uses My Documents as the folder for Virtual Machines for Virtual PC.
I am currently considering other alternatives. A rewrite of the programs to follow the Vista model may be an option. Though the single folder type model has advantages for small programs especially if you want the program folder contents to be accessible to the user.
You can change the install folder on the third screen of the installers. Your selection is remembered for any future installs of the same program.
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