How do I change the default installation drive?

Im trying to install a game, and i cant select what drive i want to use, so it goes to C drive. But I'm outa space on drive C. And ive read the post on http://www.tech-recipes.com/rx/242/xp-change-default-installation-directory/. It says: 1. Navigate to:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\?br>
2. Find ProgramFilesDir whose default should be C:\Program Files

3. Change this to whatever directory you wish. I changed it to D:\Program Files for example.

But i dont have the folder (current version is my registry).



so how can I do this?How do I change the default installation drive?
You can either remove or modify the registry entry (example: D:\Something Else)

Or you could make the folder D:\Program Files.