Change Cache / Settings Path

I am trying to install IntelliJ on Windows on my company PC. Unfortunately I am having a trouble because by default IntelliJ installs user settings etc in the default user-home directory, under .IntelliJ10 sub directory. Normally this would not be a problem, except in my company the user-home directory is held on a shared drive, which has limited space.

Therefore, I can install IntelliJ, but as soon as I try to start a project, it tries to cache the Java source into this directory, and runs out of space. I am then unable to do anything else.

Is there a way to change this path? I did try to change one setting in a config file, but it didn't quite work.

Thanks