https://support.steampowered.com/kb_article.php?ref=7418-YUBN-8129
In order to install to a different drive you need to move Steam first by installing off of the internet instead of off of the Skyrim Disk --- THe option to place it somewhere other than the default is not offered on the version included in the retail disk - so you need to install steam first online and change the install path as the link describes otherwise if you use the retail disk install it will not give you the choice to move it and then the game will also install to your C: drive !