CrossOver can be installed anywhere on your system (via dragging and dropping).
The usual place to install CrossOver is in the
Applications folder -- this will make it
available to all the users on your system. Any time CrossOver runs from
another folder, it will offer to move itself there. To allow CrossOver to do
so, simply click when
CrossOver prompts you.
Note that if you have already put CrossOver in the
Applications folder prior to the first time you
run it, you will never see the dialog pictured above. The reason is that
when CrossOver when CrossOver detects that it is already running from the
Applications folder, it has no need
to move itself because it is already where it expects to be.