It seems for me that game on site is pre-installed. You don't need to install it. So your installer is not from Abandonia.
Anyway, I found installer and tried it. Yes, it seems something wrong with output. Anyway, you can move in the menu with Tab, and select with Enter. Everything (including installing, but excluding "output path") works well for me.
P.S. Installer is broken, BTW, but it seems it installs everything all right anyway. But I didn't check it too close.