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I have a small ssd (c:\) so I installed my Steam client on my hdd (d:\). But there is a game I wanted to be on my ssd (c:\), here are the steps to do it:

1. Close Steam
2. Move the game to the new location
   e.g.: from “d:\Steam\steamapps\common\fallout new vegas” to “c:\Program Files (x86)\Steam\steamapps\common\fallout new vegas”
3. Open a command prompt
   go in –> “Start Menu” –> “Run..” –> type “cmd”
4. Create a Windows symlink
   type: mklink /J “d:\Steam\steamapps\common\fallout new vegas” “c:\Program Files (x86)\Steam\steamapps\common\fallout new vegas”
   output: Junction created for d:\Steam\steamapps\common\fallout new vegas <==> c:\Program Files (x86)\Steam\steamapps\common\fallout new vegas

Now start your Steam client and the game will run from its new location.

NOTE: Dead Money DLC didn’t install while using a symlink, I had to move the game back in its original location to download and install the DLC.