*Note* This information refers only to HPS titles installed from a CD and NOT HPS titles installed via digital download (DD) or any John Tiller Software (JTS) titles installed by DD. If you have decided to buy a HPS DD/ CD title together then the issue explained below only refers to the CD and not the DD.
By default HPS titles on CD will install to a folder within :\\Program Files on your PC, unfortunately the games experience issues when installed in this location. To avoid this issue when asked during installation where the title is to be located on your PC, you should take the "custom" option and browse to a folder on your C drive such as c:\hpsgames (you will have to create this the first time) or if you have already installed JTS titles then you will already have a c:\John Tiller Software folder and if you like you could use that.
More information is available at the HPS website here: http://www.hpssims.com/vistahelp.htm
When you apply updates from the HPS site they may by default unzip to a location within :\\Program Files on your PC. If you have followed the instructions above and installed your HPS titles to a different folder on your C drive then these updates will no longer be applied to the correct location, to avoid this issue after downloading the update you will need to browse to the title folder on the C drive that you installed into to update before you unzip the files.