What does this mean brothers?

[Little Turtle]

Just popped up when trying to install 2.02, I have a clean 1.03 vanilla installed with no previous mods.

[wudang_clown]

!!ATTENTION WINDOWS VISTA AND WINDOWS 7 USERS!!

To spare yourself the trouble - install M2TW and any mods outside Program Files directory!

[Little Turtle]

I don't understand, how would I do that?

[wudang_clown]

You need to install the mod outside Program Files directory. Now your installation directory is Program Files, as we can see on the screenshot you have provided, so you need to uninstall everything and install it again outside Program Files, e.g. in C:\M2TW.

[Little Turtle]