open two explorer windoes, on on the old drive one on the new drive. Find what you want to move and right click on the folder, select cut. On new drive right click and select paste.
Just remember to not move any program files, or system files as this will mess up your install.
As for the download issue you should be given an option on where to save it. I don't have Vista, thank God, but I know XP has that option.