Choose "Typical Installation." The default path is usually C:\Program Files (x86)\EA SPORTS\FIFA 2005 . If you have permission issues, install to C:\FIFA2005 instead.
Because FIFA 2005 is "abandonware" (no longer sold digitally by EA), players often look for "pieces" like: The No-CD Patch:
Launch fifa2005.exe as administrator. If you see a black screen, alt-tab out and back in, or run in windowed mode by adding WINDOWED=1 to the .ini .
: A revolutionary mechanic at the time that allowed players to perform "off the ball" moves and flick the ball into space before it even arrived. Expanded Career Mode