Well, I suppose it's just a highly unlikely location for any application (although, I suppose this is just a convetion or a tradition). Normally, no-one installs a location to C:\ (except Windows of course).
Right, in one of the screenshots (the first) there is a directory called Abandon Ship, did you copy that out of the zip (or rar?) and put it directly there?
If so, copy the scripts and data (and maybe sfx) directories from that one, and put it in C:\