If you want all your databases to be on a seperate drive, you can specify the
Data location during SQL setup, or if the SQL Server is already setup see the
"Database Settings" page in the Server Properties dialog.
If your SQL Server is already setup, you can move your content database after
it's setup using the instructions here: http://support.microsoft.com/kb/224071/
There is no way in WSS to instruct SQL which drive to put the databases.
There were instructions for WSSv2 and SPS2003 for pre-creating a database, then
preparing it for SharePoint then adding it in to the content databases page, but
can't seem to find that link