First check to see if you have QuickTime installed.
If you want to check what version of QuickTime is currently installed, go to Windows Control Panel, click the QuickTime icon, and choose About QuickTime from the dropdown box.
http://www0.info.apple.com/images/kbase/61171/61171_4.gifMore detailed instructions here (scroll down to relevant part)
http://support.apple.com/kb/TA44604?viewlocale=en_USYou can uninstall your current version of QuickTime through Add/Remove programs. Remove it and install the version that came with the game. (If the game shipped with QuickTime 3, you probably have a newer version installed and would want to remove it before installing QuickTime 3).
For the game itself, you should be able to choose My Documents as the install location during the install procedure. The path to My Documents is
C :\Documents and Settings\
username \My Documents
(where C is the drive in which Windows is installed, and
username is the currently logged-on user.)