When we install SQL Server database such as SQL Server 2008 R2, maybe we want the data to be stored on another driver other than C: driver;
We can change file path when we install SQL Server, however, some database system files can not be installed on other driver but C: Driver, about detail information please read Microsoft tech information here.
Program files and data files cannot be installed on a removable disk drive, cannot be installed on a file system that uses compression, cannot be installed to a directory where system files are located, and cannot be installed on shared drives on a failover cluster instance.
Do not delete any of the following directories or their contents: Binn, Data, Ftdata, HTML, or 1033. You can delete other directories, if necessary; however, you might not be able to retrieve any lost functionality or data without uninstalling and then reinstalling SQL Server. Do not delete or modify any of the .htm files in the HTML directory. They are required for SQL Server tools to function properly.
Shared Files for All Instances of SQL Server
Common files used by all instances on a single computer are installed in the folder <drive>:\Program Files\Microsoft SQL Server\100, where <drive> is the drive letter where components are installed. The default is usually drive C.
During the install process What we did are:
1: Do NOT change file path for Shared features, leave it to default C: driver;
2: Change the path for database instance, like following:
D:\Program Files\Microsoft SQL Server\MSSQL10_50.MyInstance\ D:\Program Files\Microsoft SQL Server\MSASSQL10_50.MyInstance\