Unfortunately, many Windows games presume they're working out of their own install directory for saves, configuration, etc. You have to extend the file I/O code that is in the game to do as Loki and LGP have done (which is a bit time consuming and potentially error prone) or wire in something like PhysicsFS into the game (which is slightly less time consuming and equally error prone...) to allow someone to install it globally like you want to do. Many of the Linux versions of Windows games (for example, unless you're talking about all the old GPL released iD titles, they don't play well that way, or NWN, or...) I'm trying to encourage the thinking that something like PhysicsFS is a good thing because it'll work right for MacOS, Linux or any other OS with multi-user thinking baked into the OS directly.
I'll email you here shortly. I've got a couple of requests to ask of you to help verify what the cause is- if possible, I would like to offer people workarounds until at least PhysicsFS is properly wired in and that change is merged back into the source tree. (It probably won't be the initial release though...there's some timing constraints going on for the initial publicly available Linux version...but shortly thereafter, once it's been fully tested... )Good to know it's not a problem with my machine, I'll hold on for the next build in that case.