I ran the install script from a shell as root; I'm on a Debian box (result
of Knoppix hard disk installation).
After reading
http://www.codeweavers.com/support/docs/crossover-pro/ I
realized the problem is not very serious because all the programs run fine
from the command line and there's no catch in simply creating the menu in
KDE myself.
Thanks and please let me know if you have any other suggestions,