Anything that gets installed on your computer, Games, Applications, even software files for online games, are located into known folders. You may be able to choose where to locate them during the installation process, but once they are installed, that's it. if you move critical files and folders to another drive or partition, Windows forgets where they are, and so whatever they relate to may fail to work.
That's by design using the Windows Registry which is a database of everything stored on the computer as well as other critical and system settings.
There has never been an easy way to move software once it has been installed in any Windows versions, and with XP it is virtually impossible.
What you can do is some housekeeping. Files like music, videos, etc can be moved easily. Any media player Playlists may be affected, but you can re-create those. Also those are the larger types of files stored on a computer.
Also, you can run Disk Cleanup, (Start > All Programs > Accessories > System Tools > Disk Cleanup), and this will delete all temporary internet files and other temp files. Also, in the More Options tab of Disk cleanup you have the option of deleting all but the latest Restore Point. That can free up huge amounts of disk space. Only select that if your system is otherwise running smoothly.
I hope that helps.