I don't know where this is configured, whether it's specific to PEAR, PHP, or XAMPP all around...
But for some reason PEAR insists on intalling packages to C:\xampp even though I installed XAMPP with the self-executing installer in C:\Program Files\xampp (What can I say, I like having my program files in Program Files, maybe I'm just nutty like that.) As I don't have C:\xampp\php\pear set up as an include directory, and anyway I'd like my PEAR packages to be in my PEAR directory -- by which I mean, the one with PEAR in it -- and because I don't want to have what PEAR packages were included with XAMPP in one directory and any others I install in some other directory, this situation needs to change.
However, I cannot figure out how to change it. I tried to "pear config-set php_dir" and it reported setting successfully, but the when I tried installing some packages they still went to C:\xampp\php\pear.