Python Windows Installation

[TheFlyingDutchman]

I am trying to install Python 2.5 on Windows XP. It installs into the
root directory on C:\ instead of C:\Python25 which it shows by default
as what it plans to install to. Selecting D:\Python25 on a previous
iteration put the exe in D:\ and did not create a Python25 directory.
On the most recent iteration, when requesting an install to D:
\Python25  it appears to have put files on C:\.  I am installing on
Windows XP Professional. When it asks me for whether I want to install
for all users or just me, I select just me. I do not have admin rights
on the machine.