This is due to a file-name length limitation in Windows.
The solution would be this:
When you run the installer and it asks you where to install it, don't just choose the desktop.
Choose something closer to the beginning folder of the c:\ drive or another drive if you have more than 1.
Personally, I created a folder on my C:\ drive named External and told the installer to use that folder to install.
Here's a screenshot of what that folder looks like:
That should solve the issue. If it doesn't, reply back here and let me know.
Thanks, and good luck!
We look forward to seeing you in the game!