When installing Act! you can choose Typical (in which case you have no idea what's being installed where, because it doesn't tell you) or Custom.
If you pick "Custom" you can decide where the Act! program files are to be installed.
I would also like to be able to specify where to install the database files at this point as well, since for most server installations you won't want them in the default My Documents location, but probably on a D: drive, or other data drive, not within a Windows profile.
It would also make sense to show the file paths that are being used for a Typical install in the installation wizard, otherwise, how would you know whether you want a custom install or not?