Never had a problem with DimPro installers. IIRC, the installer does provide an options to specify the multisamples directory. The only change to the install directories made by Cakewalk since the introduction of Dimension Pro was moving the directory containing the MIDI, Programs, Sample Pool and Turning directories from "C:\Documents and Settings\All Users\Application\Data\Cakewalk\Dimension Pro" to "C:\ProgramData\Cakewalk\Dimension Pro". Currently, the default location of the directory containing the multisample folder along with the documentation, resources and uninstall information depends on whether the 32bit or 64bit version is installed first. Aside from these two locations, the dlls install into folders in the VST scan path.
I do not understand why this is a problem, it follows an installation method common to many other synths, i.e. a folder in "Program Files" for docs and unistall data, a folder in "ProgramData" for presets and a dll in the VST folder.