Step 1:
Move the directory to the location you want it to actually be on. You have to move it, because the old directory needs to no longer exist for the second step.
Example:
My save game directory was at C:\Users\<user>\Saved Games\MechWarrior Online, and I moved it to D:\MWO to get it off my SSD.
Step 2:
Start up the command prompt (search and run CMD) and run the following line:
mklink /J "C:\Users\<user>\Saved Games\MechWarrior Online" "D:\MWO"
This will create a virtual link between those 2 directories. That means that save game directory will point to the D other directory, and the files will actually be on the D drive, but will also appear as if they were on the C drive.
For me, I was getting 40 FPS dips occasionally, and that stopped it, moving it to a more write friendly standard HD. For others, it will let you put the save directory wherever you want it.
Edit: Note, apparently I've been living in the way, way past and newer SSD drives no longer have write speed issues. I appologize for any confusion. However, the move did help stop almost 40 FPS frame drops on my system, so it can help some people. It's still useful if you just want to move the data.
Edited by Bront, 09 February 2015 - 10:33 AM.