If you want to take the risk of installing on a drive other than the C drive, one of the early windows in the installation procedure is the following window:

Click on 'Change default settings' and then on the next window that opens click on 'Select target paths' which will enable the path option:

Thanks for your replies. This is the screen I get. No option to change anything. The problem is that my C is chock full and I've removed everything that could be removed. When I click on continue, the installation starts on C. Also, honest question from a noob... why is it not a good idea? Thanks!

The screen that @Dexcon posted appears before the screen that you've shown.

You need to start the installation by hitting 'Continue' in order to get to the window that I referenced - it is an early window in the installation procedure but you need to start the installation first from the installer that you have shown in the uploaded image.

I really hate to waste your time, guys, but there's no previous screen for me. I click on the "trial_vegaspro22_dlm_je96k4" file that downloads automatically when I click on Free Trial here: https://www.vegascreativesoftware.com/us/vegas-pro/ And then when I click continue, the download starts (it doesn't open any other screen) and in the middle of the process my PC tells me that space on C is running out, please free some space, and the download is like paused. I guess I'll need to find space at all costs. Again, thank you.

I'll hazard a guess as to what's happening - the trial version doesn't provide an installer but rather the full Vegas Pro .exe file which is just under 600 MB in size so not incredibly large these days, not to mention the Deep Learning Models (AI FX) which is just under 1.5 GB in size though which may or may not be provided with the trial version.

So yes, the advice to free up some space on the C drive is very likely correct.

Perhaps consider replacing the current C drive with a larger HDD/SSD to allow for the installation of new programs.

Yes, I'll end up doing that. Thanks again for your kindness and time.

@Francesc-Sole the screen you are showing is simply to DOWNLOAD the installer. You are correct that you cannot change the drive to which the INSTALLER is downloaded. But after running the installer, you can choose where VEGAS is installed and after the installer is downloaded you can move it to another location if desired. They will be downloaded into [My Documents]\MAGIX Downloads\installationmanager and you can then just move the installer files wherever you want them.

The screen Dexcon is showing is after the installer is run which will let you install the program in a different location.

As an alternative, you can download the installers for VEGAS Pro and the Deep Learning Models from this thread (see point 7 "Direct Links") and save them wherever you want, then proceed as previously indicated to change the installation path: https://www.vegascreativesoftware.info/us/forum/faq-where-can-i-download-vegas-pro-and-other-vegas-software--104782/