As someone who has made a career out of
avoiding programming, I can tell you I find this problem very frustrating for me too because I know the inability to change those environment variables is due entirely on programmer laziness.
Me, for example, I have Windows and hardware
drivers on C drive, and everything else is somewhere on D. So when I install something new, I ALWAYS select "Custom Install" so I can tell the program where on D I want it (but also so I can opt out of all the other stuff they invariably want to foist on us). I have told Windows I want my Temp Internet Files on D. Office documents, downloads, etc. are saved on D - for just about everything, the defaults have all been changed to D. And in most cases - with the better coded programs, the option to do so is provided in the installation routine.
So when a program comes along that insists on installing under C:\Program Files, I get irritated, and will look for alternatives. But sometimes, like with Belarc Advisor which insists on installing on C, well, it is such a good program, I live with it - reluctantly. Same with MSE.
With some programs you can edit the Registry, if you can find the correct entry - and that can be tricky - the data is not always obvious. And of course, just dinking with the Registry can be tricky - and dangerous - always back it up first! With some programs, the default locations are just hard-coded in the program. And unless you are a programmer and can uncompile, edit, and recompile - or whatever it is they do, you are stuck.
So - pretty much I wasted your time because for a solution to your particular issue, I got nothing. Sorry. Maybe someone else reading does and we will both learn something.