1:
Removed old blender version by runing it's uninstaller.
Then run just-loaded 2.56 beta installer "blender-2.56-beta-windows64.exe", with all selection left as default exept install directory: installed to other disk.
- It seems that installer doesn't make changes into the window's register,
- nor in start menu.
- It did not make desktop-icon either.
- There is no entry in the control panel's 'Uninstall or change a program' list.
- It did create a directory: "...\AppData\Roaming\Blender Foundation\Blender\2.56" and stuff inside.

Blender starts normally from installed directory.

2:
Uninstalled v.2.56 by running it's unintaller.
Removed all information of blender from the pc (register entries, directories and files), exept web-browser's faworities (which, I think, has nothing to do with this kind of behaviour).

Reinstalled Blender 2.56 beta -> same result.

System: Win7Pro, 64bit, with all latest updates.