From Safeguard 2.6 the session player must be installed separately.
Safeguard for Priviliged Sessions (SPS) desktop player v1.7.8 installs in to "C:\Program Files\Safeguard Desktop Player\". However, the later version of the Player (1.7.17) installs in to "C:\Program Files\Safeguard\Safeguard Desktop Player\ "
Safeguard for Priviliged Passwords is checking "C:\Program Files\Safeguard Desktop Player\" and when its not found, it proceeds to ask the user for the location. The location is specified, however the location is not remembered for the next time it is ran.