Unfortunately navigation is a bit of a pain. You might be better off logging into the Steam website, finding the game you want once logged in, and then making the game bring up the install window from the web. You can also do this with the Steam app on iPhone or Android.
Also, to change location, I found some instructions.
First, log out of the Steam client. Basically, it's best to just exit.
Next, go into your c:\program files\steam folder.
Before continuing keep the following in mind: do not rush ahead, read the whole of this next line.
Delete everything accept for two things: the folder called Steamapps, and the file called steam.exe
Then move the folder to your other hard drive.
Launch steam from the new folder on the other drive. It should update itself and get everything working, and then every time you download a new game it will download it into drive:\steam\steamapps or whatever you call your new folder. IT will always be in steamap ps in that folder though.
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