When installing apps that are built around Windows Installer, it would appear that it often uses my external usb hard disk (when it's connected) as the temp location while it expands and installs the application (creates a folder off the root with a guid name). Is there anyway to change this so it always defaults to a specific drive?

This appears to be the case on Windows Vista and 7, not sure about previous releases.

EDIT: Current environment variables look like this:

TEMP=C:\Users\<me>\AppData\Local\Temp
TMP=C:\Users\<me>\AppData\Local\Temp

EDIT: I have a funny suspicion that it's using the drive with the largest available free space.