On windows i have found it best to install only on the C drive in the default file location. Program files/ibm/……When installing make sure to extract the files to the C drive first and then run the install as Windows Admin. I have had issues when I try to use any other drive.Also make sure to install all fix packs. 4,3.1 has over 6 of them.
When it starts up, it will ask for a default work space, here I recommend using a location that is easy to remember and backup. Here if you get a new pc you can easy place the backup on it. Thus not losing any work you have created.