It doesn't let me choose. It goes straight to installation on my C drive. I tried both the options for "all users" and "just me" and it works the same way, whether I give it administrative privileges or not. The only options I have are (in order) "next" and "install". That's it.
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In that case I'm afraid we're not sure what's going on there. There weren't any reported issues with the installed files themselves causing bugs or issues, so it should be fully safe to install it to your C drive. However, we understand that you may be reluctant to do so from an Indie developer, and would ask you to please email us at:
gamespeppermint@gmail.com
so we can create a new installer for you, or send you the zip file directly, whichever is your preference