As far as downloads, you can go to your options in your OS, I know chrome its under options, not sure on FF and Opera. Just create a folder in your Hard drive and label it "Downloads" or something that you will remember, and change the options to go there.
As for installing, there is no way that I know of to permanently change it. 100% of instillations will ask you where to install to though, unless you are using Steam or Origin, in which case it installs to the drive you installed the client to.