If you're like me, your C drive is getting rather full and you want to have the RGR run off another drive/directory.
Fortunately, that is possible with what we call Symbolic Links.
(Please note, this is tested on Windows 7 and 8. It should work in Vista but may not work in XP).

In order to use a symbolic link, first we need to move your ROMs from their current destination to your desired location.
I used E:GamesVizzedRoms as my location.

So first, I pressed Windows Key + R to open a "Run" dialog.

As you can see in the image above, I typed in the current location of the Rom directory (c:programdatavizzedvizzedrgrplugin)
There, you will find a "Roms" directory.
Copy that directory to your desired location (if you want to save your ROMs. Otherwise, you can skip this step and just delete this directory.)
After the files are copied to the desired location, you want to delete the ROMs directory in c:programdatavizzedvizzedrgrplugin
Empty the recycle bin if you haven't done so yet.

Next, we are going to open an elevated command prompt:
Click Start and in the "Search Programs and Files" box, type in cmd but don't press enter.

You should see a listing of programs, and the top program called cmd.exe

Right click this link and click "Run as Administrator"

The black box with text that just opened is what we refer to as the command prompt and running as administrator just made it an elevated command prompt.


Next, we are going to make the symbolic link.
To do that we are going to do the following:
type in:
mklink /D "C:ProgramDataVizzedVizzedRgrPluginRoms" "(Your new rom folder location)"
Then press enter

So mine would look like this:
mklink /D "C:ProgramDataVizzedVizzedRgrPluginRoms" "E:GamesVizzedRoms"

You should see this if it is successful:


A few important things about this command:
Make sure to include the /D (in caps)
The directories MUST be wrapped in quotes.
There MUST be a space between the original directory and the new directory
Lastly, make sure to use backslashes () instead of forward slashes (/)

And that's how we download/run roms to/from another directory with the vizzed plugin.

Please note:
While this SHOULD work with external or flash drives, be aware that it may cause undesired results if the drives are not connected or change drive letters for any reason.

This tutorial is really helpful. I personally have room on my C drive but my cousin used this to download to his external hdd and it works great. The games ran just as perfect and it freed up a lot of space on his C drive. He doesn't go on the boards much but if he did he would tell you that this tutorial really helped him. It should be very helpful to other people too. 

scarlot : Great.
I am glad it helped. I know it definitely did for myself and figured it would help other people.