When you run the setup program to install PDFCX on your computer, you will be able to specify where on your hard drive to install. It is preferred that you install it in the suggested directory for consistency (although not required).
Run the Setup.EXE that came with the PDFCX media. You may do this by clicking the Start button from the taskbar and select the Run... menu option. Then type the path and location of the Setup.EXE program. For example:
A:setup
Then press ENTER. Follow the installation instructions on the screen.