Actually I'm just one of few of those people. Yes I'm admitting it, not that I can deny it...
For me, there's plenty reason for such self-abuse. If that annoys you, well, sorry but it's a habit.
Silly me for not looking at the first picture -whacks self-.
Looks like a disc input dialog. In other words that little pop-up is asking for the setup files directory (the place where you downloaded the installer along with those .bin's), not where to install the game. (Correct me if i'm wrong).
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