I'll explain both how to install applications to your external Hard Drive and to download the setup of an application to your external Hard Drive (HD)
But first, the dangers of installing to your external HD. (not to be confused with downloading setups to your external HD, which is fine.)
1. Don't expect programs to work if you take your external HD to someone's house and plug it in to their computer. It may work, but maybe only partially, and for large applications, it will often not work at all.
2. For large and complex programs, there will usually be a couple of files that will be installed on the C drive no matter what, which is the reason for #1 above.
3.IF, and it WILL happen at some point, your external HD's drive letter was to change, none of
[1 The desktop and Start menu shortcuts to the programs you installed on the external HD]
[2 The complex programs you installed there]
will work, and you will have to change it again, which is an advanced technique, and it will be quite hard for you.
Ok, to install a program to your hard drive, simply tell it to install to the drive letter of your external HD.
When installing a program, instead of pressing the next key 10 times really fast, take your time to read what the options are. In the setup of a program, you can sometimes select Express(custom) or Advanced install. To change the installation location, you have to select the advanced install. Change the destination folder to something like "[drive letter]:\Programs\[program name]", then just install it...
If it is about downloading the setup of your application to your external hard drive, well start the download, click save, then on the window that opens up, click "My computer" (on the left), then double click on your external HD, make a new folder by right clicking if needed and [double click on the new folder if you made one] click save, and when it's finished downloading, you should find the installer in your new folder/root drive of your external hard drive.