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 steamapps in that folder though.

You are welcome.

Hi.
at aron, that tip with the steam moving was quite helpfull, but something is bugging me.
Can I also do this with just some games? Because I want to keep those games with a big performance on the SSD, and move all the others which are more casual and not so intense games on to my normal harddrive, do you also know if this works somehow?

Hi.Well, it did work for me, If you want, I can give you a link to the steam mover tool which someone in the comunity programmed to easily move steam games around,
It is quite easy to use, you just have to deel with unlabeled buttons, but these are explaining them selves.
If you want, i can link you to the tool
ON another note, is it possible for us to enter activation keys for games so we can get them in to our libraryß

Hi.
I can surely give you the link to the program, I just need to find the link again, it's burried in a skype chat of mine.
What I also need to find out if we can activate third party keys with steam, it doesnt work over the website, so...

Hi.
Umm, it is? If so, I am teribly stupid.
I use the steam client with the nvda cursor and the ocr addon, or how does this work? Are there any hotkeys for the program or some tricks to make it better usefull, can you tell me how you use the program

It is odd. I don't need to use the ocr addon. I have a full desktop keyboard and I use the numberpad to navigate steam.