When you create the index, you can create it on a specific filegroup. First create a filegroup with files on the separate disk, then use CREATE INDEX with DROP_EXISTING clause to move them to the filegroup. Keep in mind that if you do this with the CLUSTERED index of a table, you will in fact move the actual table.
You will want to create a new file group and have it on the separate drive. Then you will recreate your clustered index and specify it to be created on the File Group. The clustered index will move the table, non clustered will just put the index in the file group. CREATE CLUSTERED INDEX [idx_rowid] on [dbo].[My_table_name] ([rowid] ASC) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, IGNORE_DUP_KEY = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [YOUR_FILE_GROUP] The syntax above is the scripted out version of creating an index. Your values will differ. Just take note of the last line where the index is being created "ON my FileGroup"
The steps to move the table are: 1. Create a FileGroup 2. use `ALTER TABLE` with the `MOVE TO` clause This will move the table (and I believe the clustered index). To move just the Index to a different filegroup, you will have to recreate it on the new file group