How do I get apps setup exe to stop automatically installing into my OS drive (c)?

[Windows Server]

I have two drives, C for my operating system and D for all my other apps. I changed my downloads folder to D and that is working, however, when I try to run a setup exe I think it's still trying to automatically install to C, which is full and does not give me an option to select a drive. How can I make new app setup exe automatically open into D?

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