Well, that's easy. You install the OS to C drive, while only having the SSD plugged into the system. Then install your drivers. When that is complete. You plug in your HDD as well. Assuming D: is your HDD.
When you install the steam client, simply change the default installation path manually when prompted. It will look something like this:
C:\Program Files (x86)\Steam\
Where C: is you OS drive.
Now change that to D:\Steam
Continue the steam client setup and complete.
Every time you install a game, you can change the installation path in that exact same way, however now that Steam is installed on D:, it will automatically suggest that path by default.
For instance the default: C:\Program Files (x86)\Steam\steamapps\common\Borderlands 2
NOW BECOMES
D:\Steam\steamapps\common\Borderlands 2
Alternatively, if you already have steam and the games installed on C:, there is also an option to relocate these files to another HDD, without having to re download and reinstall anything. Here is a guide:
http://lifehacker.com/how-to-move-a-pc-game-to-another-hard-drive-without-re-1714706774