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I've gotten to the point where I'm installing the game now, I get up to a point where it says:

"Please choose your installation directory
(use a fixed drive)
[C:/ ]

So I just press enter, but then it comes up with this error message:

"We've encountered an error as follows:
On script line 64 we had a problem:
No library for queued files.: C:/FATBEAR/*.PVL
Continue Installing?" Y/N

So then I pressed "y" and it just goes to the Norton Commander blue screen which I started on.

Sorry if it's not very well explained, I'm not exactly a techno wiz, at all.