you should get asked a question when you attempt to download a file.
Something along the lines of "do you want to run this or save it"
In IE, if you choose Save it, there is a dialog box when then allows you to choose where the file goes.
In Firefox, you get the same message, but the Save option puts the file in the downloads folder. You can move the downloads folder by choosing Tools > options > general tab.

When it comes to installing programs, you can specify where the program is installed but remember that some of the programs elements must be installed on the boot drive to enable the program to work.

Doesn't Windows boot from the "C" drive by default?
Does your SSD appear in the BIOS as a volume from which your can start? If so, set that to be your boot drive after the USB device and DVD drive.

P