Installing: Whitespace in Sdk location

It automatically chose 'Graham Bloggs' for the user folder, then warned that having whitespace could cause problems.

So I changed the user folder to 'GRAHAM~1' (correct).

But it insisted on changing it back to 'Graham Bloggs'. Then it complained again that there was whitespace in it!

What should I do? I can't change my user name after all this time - many programs expect it!

Thank-you.