It's seems better to install GURU directly from the latest version downloadable from your user account, rather than to start with the installer on the included disc. Delete the GURU folder from your harddrive and then go to Macintosh HD/User/Username/Library/Preferences/ and delete all files there including 'FXpansion.Guru' in the name, for example com.FXpansion.Guru.plist.
Now, reinstall using only the downloaded GURU installer file, not the one from the DVD. The bonus content on the disc can be drag + dropped to your preferred harddrive folder (e.g. GURU Data) after application installation.