Hi, I am trying to download and install a prgram which i had on my old pc, it downloads fine but during installation i get an error message saying "cannot create directory E:/filename error 21

1st thing I dont change any of the settings during installation and ask to save to C:/program files
2nd thing is the E drive is a disk drive?

I am running windows XP Home BTW

Can anybody help me solve this problem? I wouldnt know where to start?