A lot of the issues being raised appear to be with windows itself as opposed to TMG. Install TMG to its default path, but keep your data files in another location. Check that the security privledges for this folder allow reading and writing of data (Right click on the folder and select properties - check under the security tab).
You can then point TMG to this folder using 'preferences' under the file menu. Change the paths under the 'Current Project Options' > 'Advanced' to reflect these changes.
For those people using Vista. If you create a folder on the local drive (C:) i.e. named DATA. Right click on the folder and select Properties. Under the security tab - you should be able to see who can access the folder.
If you want everyone to be able to change the contents of the folder. Click on the 'Edit' button. On the 'Permissions for Data' dialog - click 'Add', under 'Enter the object names to select' - type in the word Everyone and click on the check names button. Click OK and this will take you back to the permissions for Data window.
If you then select the 'Everyone' entry from the Group or user names: panel and place a tick in 'Full control' in the panel below labelled 'Permissions for Everyone'. Click ok to close the window. The permissions for this folder now allow you to store all your data files with no security restrictions being placed upon them.
Hope this helps.
