On the install, if you're using a central SQL server database....
1) The install doesn't let you specify different paths for the DB and the Logs
2) The install doesn't pick up the database default locations for the DB and the logs (which would make #1 much easier)
So I had to install it to SQLExpress, backup the DB, then Import it on 2005 to be able to set the DB and Log drives... kinda nasty!
I'm not sure, but I think I've seen the same bug in Orion too.
Don