I am like you as well. Unfortunately the game has no direct way of changing this... The devs could easily make it a setting but until then here's what I do (not specifically for this game, but just because I don't want ANYTHING but my OS & Essential stuff [e.g. Drivers, Antivirus, Updates, etc.] installed on my SSD):
1. Open up Windows Explorer
2. On the left-hand pane, click "This PC"
3. Right click "Documents" under Folders
4. Click the "Location" tab
5. Change the location to one of your media / off-drives. The pathway I use is D:\Documents & Media\ExtDocuments
6. Click OK (or Apply then close).

For W Vista / 7 or if the above doesn't work try this:
1. Search for "Libraries" or open the main Library Directory
2. Open the root Library directory
3. Right click "Documents" and select properties
4. Add a new location and set as the default save location.