There is no direct UI way of doing this. By default it installs in the "Program Files" directory.
To change the install location, you need to modify the [DestinationDirs] section in the .inf install file
1.) Download the install package. 2.) Extract the files by running the downloaded program with the /extract parameter (you will be prompted for the path to extract to) 3.) A sub directory will be created and in there should be a file called "update.inf" 4.) Edit that file in notepad and look for a section called [DestinationDirs] 5.) You want to change "WindowsDesktopSearch.UI.Files", "Ext.files", and "Ext.Mui.Files" paths to you new location