Basically, you need the OS and the programs that you use to be installed on the SSD, so that you get that little boost in speed.
Games on the other hand take up a lot of space, so they are usually installed on the HDD.
Like you said, you save things to eg. program files, instead you start saving things to the HDD. Actually we never save things to the Program Files folder, we usually install stuff in there, and all those programs ask us during the install process, as to what location we would like to save the installation files to. So it's pretty easy to read and choose the locations during install.
Yes, Data that these programs make is saved to usually My Documents, which you very correctly showed via the link, whose location can be changed to the HDD, yes , then on the data generated will go to the HDD.
There are registry methods that can be used, but, it isn't the best idea. The SSD will only be used for the Common components for programs, the rest can easily be changed during the install process.