Still attempted to run it, but it cannot run because of privileges. This is definitely an issue with my computer at work unfortunately.
This is a known problem at the moment. It's due to the number of nested modules that is used by Node inside the applicaiton.
The current workaround is too install/extract the application in to a location with a short a path as possible (i.e. in C:\).
I'm currently investigating a fix.
I have this problem too. This exposes one of npm's shortcomings.
Edit: I discovered there is a portable version from the official site at http://code.visualstudio.com/docs?dv=winzip
@Chaz6 That version is not truely portable. It's literally just what the installer installs zipped up. The issue for VSCode portability is tracked here.
Have you tried to extract it with 7z by the "extract here..." command?
Basically, whenever you choose "extract To" the explorer API will be used for copying, which leads to the long path issue. Otherwise, e.g. 7z circumvents the explorer API as well as several other tools as the file system of windows allows even longer paths.