Gugnihr: I installed it in the directory where I keep every game (except Painkiller cause I made a mistake during installation), but it is not on C:\ but in D:\ (Painkiller is in C:\ but it is the very last game I installed)
I don't know if there is a way to determine Windows default directory for games, maybe I have only Painkiller in the default one...
I'd like to know if I can transfer them without reinstalling them (I'd like to put Painkiller in D:\ if I can without too much trouble).. I mean I know shortcuts will not work anymore and I will have to recreate them but I don't know if there would be other and more bad problems if I do... like games not finding necessary libraries and things like that...
EDIT: obviously none of my games is installed in the Program files directory, all of them are in a custom directory from the root
The default directory would be C:\Program Files (x86)\GOG.com\[game name]. If the game is installed in any other directory that is not "owned" by Windows, it's not User Account Control (the security change I mentioned) getting in the way. I'm not really sure what could be the problem if you are already avoiding that major pitfall. This is a longshot, but have you checked the file properties of the save directory and the save files themselves to make sure they are not set to "read only"?
As for moving Painkiller, the easiest way to do it is to just uninstall/reinstall (backup your saves first). The installation process writes registry entries that are required by the game and simply moving the game files will break that.