Which drive is the system drive?
You can change the installation drive and directory through the installer for whatever program you're installing. There aren't many programs out there that won't ask you or allow you to change the installation directory. If it doesn't ask you directly where you want it, it will sometimes have an option to do a "custom" installation or have a button to change the installation directory/folder.
Microsoft recommends not changing the default Program Files location. Apparently it can cause issues if you edit the registry value that controls the default location of Program Files. However, this doesn't mean that you can't just tell a program to install anywhere you want it.
The default location for Program Files is systemdrive\Program Files, in which normally the C: drive is the system drive. If you installed Windows XP with H: as the system drive, the only way to fix that is by reinstalling Windows to C:, making it the system drive. Or you can manually select a location each time you install a program.