You can put them anywhere. All that installer does is extract the driver install files. It's like a self-extracting installer.
Just do as Trifid said and extract it to the default folder, but remember what folder it is. If it's really that big of a deal, just throw it into C:\temp\.
When it's done, go to that folder and start the actual driver installer (setup.exe or install.exe or something). It will then install the drivers as necessary, no need to specify dirs.