Do you mean it attempts to install KR to C without prompting? I'm pretty sure it should ask you where you wish to install; after all, if you couldn't select your install path then KR wouldn't've ended up in my Games folder...
I'm suspecting the installer is trying to extract itself to your temp folder prior to the actual installation. In this case, temporarily moving that folder may do the trick.
First create a new folder somewhere you've got lots of space, eg "e:\temp".
Right click My Computer and select Properties. In the window that pops up, hit the Advanced tab, then the Environment Variables button.
You'll see a path each for TEMP and TMP - they're likely using the same path. Double click 'em to edit. Copy the default paths somewhere safe (though they'll likely just read "%USERPROFILE%\Local Settings\Temp"), then change them to where ever you wanted the temp folder to end up.
Note there are entries for the temp folder under "User" as well as "System" variables. Change 'em all. You might need to reboot for the changes to take effect.
Hit Ok to everything and attempt the KR install again. Once it's done (or if it just doesn't work) you can change the temp folder settings back if you like.
Note that Windows is rubbish at cleaning this temp folder. It can fill up with all sorts of garbage over the years. It pays to manually go in and wipe the contents every few months, just before or after rebooting your system (when nothing important will be trying to use the files in there).
