We had actually had this feature in the past and it caused all sorts of problems for people because they didn't have their paths set right. It just makes the first time startup process much more error prone and that makes for a bad first impression if things don't work. I decided long ago it's better to have it work first time and then have to manually move files (and once you understand how things work at that point) once it's running than taking a chance on putting files else where and requiring manual or hardcoded configuration of paths.
All the operations that Web Connections performs during setup are programmatically available so you can create a custom installer that puts things where you want them to if you like.
What are you trying to accomplish? If this is for FIC maybe a better choice would be to allow for a hook process to fire that you can take over at the end of the processing and potentially move files on your own. As I said, there are only a handful of files that need to move, so it's easy to copy them after the fact with a small program.
+++ Rick ---