You don't want to be installing stuff to your end-user's WINDOWS directory if you can possibly avoid it.
<End User> What's this file? Don't remember installing that...
*click*
*delete*
*empty recycle bin*
*Start>All Programs>Soopa Doopa Game>Soopa Doopa Game.EXE*
"Memory Access Violation"
<End User> WTF?!!
<End User> What's this file? Don't remember installing that...
*click*
*delete*
*empty recycle bin*
*Start>All Programs>Soopa Doopa Game>Soopa Doopa Game.EXE*
"Memory Access Violation"
<End User> WTF?!!