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This is my first time trying to use PlayOnLinux and I have to say I'm very confused. I can find numerous ways to install a program but none of them work for FFXI. 
For example, I can click on "install a program" on the left side of the window, click install a non-listed program, it says "The following error occured on the file 'Z:\7za24d.rra'. Access denied. (0x5)"

I don't have a z drive on my computer.

I can also create a virtual drive and run a exe file from it. It will start the installation. After installing the first two programs for FFXI it will minimize the installer and stop. The install wont maximize and stops installing.

A third way I've tried is to run the .exe installer but it has the same issue.

What am I doing wrong?