I recently and purchased Arcanum. A great game that I'm keen to play a game.
However when I installed it, it gave me no choice where I wanted to put the game; it installed it straight to C:\Program Files\GOG.com\etc ... . I have a separate games drive and I like to keep them segregated from the rest of my system.
How do I install GOG games to a different directory?

When the installer loads, click the grey options button, its got the directory, components & shortcut options

Click on options, then browse to your directory

DOH! I must have ignored that option. I normally think of "greyed buttons" as unable to be selected.