Correction.
You do have to let the installer run its course until it ask you to "quit and reinstall" or something similar. Then use "Apple > Force quit..." or "cmd + alt + esc" and force quit the Sky Go installer (there might be two of them). Now you can head over to your home directory and the "Applications" folder inside it and copy the "Sky Go" into the "Applications" folder und "Macintosh HD".
You could also do it via the Terminal insted:
Open the finder press: "cmd + shift + U"
The Utilities folder will open double click on the "Termial" app
Copy and paste the following line and press enter:
~/Applications/Sky\ Go.app /Applications & open /Applications/Sky\ Go.app
The Sky Go App will copy to the right location and will be launched after the process is completed.
Third Mehtod (use causion, backup your mac first!!)
If nothing else works for you try this (this is a risky procedure!!):
Open the Finder press "cmd + shift + G"
Type in: "~/Applications"
Press Enter
Find the "Sky Go" App, right click on it and "copy"
Press "cmd + shift + G"
Type in: "/Applications" (!!Similar but not the same as the last command!!)
Press: "cmd + alt + V" (Will paste and delete the original of what ever you have copy before, use caution not to copy the wrong thing!!!)
Done.
