By default Windows installs all the programs in C:\Program Files directory. If you want to change the default install directory, you need to do a small registry change as follows:
1. Type “
regedit” in Windows start menu search box (Win7) or in Run dialog box (for XP) and hit enter to continue.
2. Navigate to the following registry key in the Registry Editor:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\Curr entVersion
3. Locate the value named “
ProgramFilesDir” and change the default value of “
C:\Program Files” to your new directory path: (
E:\Program Files, as an example).
4. Close the registry editor and reboot your system to apply the change.
As to downloading files; just create suitably named directories on the drives you want, then manually select those folders as the "save to" location when you download from the network or web.
See this how-to tut:
Windows 7 - User Folders - Change Default Location