I bet it is caused by one of these three settings.
Safe Mode Disabled - Safe Mode should be enabled for better security.
Register Globals Enabled - This should be disabled. The game will still execute but there are no guarantees.
Magic_quotes_gpc Enabled - Auto Backslash Stripping enabled for $_GET, $_POST, $_COOKIE and $_FILES global variables. (Magic_quotes_gpc should be disabled for better variable handling)
More than likely it is it Register Globals causing the problem. It should always be disabled. I bet it is causing variable conflicts by being enabled. As it says
"The game will still execute but there are no guarantees.".
If the installer tells you something should be disabled or enabled you should probably make those changes.