I'm guessing you're installing the game at a wrong directory? If not, try to *stupid suggestion inbound* change the name of the directory you're installing it in?
When starting the setup, you should be able to decide where you want the files that you are installing to go. The Setup should ask you that if you pay enough attention. Install the game at the same place where you install all your other games. In other words, change the installation directory to the one you want it installed to. If you have already chosen the correct place to install it (the correct directory), and it still says that The Directory Name Is Invalid, try to somehow change the name of the place that you are installing it to. I don't know if that's even possible. Hope it helps, although I doubt it does.
