not enough memory?

Ok, so i got this i300x phone, it has wm 2003se, needs some packages for wm5, ok, nvm that, i wanna install 4 example cod2, so i run installation, but it says there is not enough memory on my phone, game has 36mb, and my phone memory is 9mb, but i got 4bg hard drive and memory card 1gb, so how can i set it to automaticly install on hdd memory? Im instalin it over active sync and my pc...