Hi tomatojam, welcome to Seven Forums,
When you downloaded the file did it give you the option of where to save the file to (i.e. Save, Save As, Open)?
If so, did you try saving it directly to your other drive from there?
Depending on what Browser you are using it sounds like the settings for download are still set to your C:\ drive!
BTW, it will be better for you to receive help if you post the image directly into your post rather than having a link to FB etc! Some people don't like opening external links for obvious reasons!
I hope this helps!