I tried it again, with 200gb free space on D:\Fallout\ (short path, like you said). I also have my AV turned off. I run the install.exe as administrator. After some time that it takes to unrar the files, the unpak.bat opens but the same thing occurs. It says that it can't find the directory and ...

So, I downloaded the game and tried to install it through the install.exe. It unrar everything, but when the unpak.bat opens, it says that it couldn't find the directory (something like this), then clear the CMD and says "All done :P".
But it just delete all the .pak files and the C:\Games\Fallout.3 ...