There is no default setting for all applications. Most default to use your system drive, some of these will read the last used install path. Most will not.
How to do it partially:
Just change the drive letter when you install an app. Some will be able to pull that as the default. This is for office type programs and most utilities.
For games. When you first install steam, it will pick the selected drive as the default for all steam apps. Other games will vary. Most that are not steam games seem to have pretty primitive installers and so you'll need to just change the drive letter in the default install path. A few will be able to read your last used install path.