I don't want to install on C: !

[Crump Face]

But it doesn't seem to give me the choice.

Please tell me I'm missing something.

 

[ukfluke]

youll probably need to re-install Steam onto the drive u want HL2 on.

 

[Hypertony]

Uninstall Steam and then install Steam on another drive/directory that you want to be installed. Remember, it needs more than 10GB of free space.

 

[-JeZ-]

Uninstall Steam and then install Steam on another drive/directory that you want to be installed. Remember, it needs more than 10GB of free space.

^^ What he said. Basically becuase you already have Steam installed to your C: HL2 wants to put itself onto the same drive as it HAS to be installed within the Steam folders. Uninstall Steam, start the HL2 installation after rebooting and you should be able to choose your installation location.