We can not support you on how to set up a webserver. All you need to do is configure your webserver accordingly to use the hard disk that has got enough room, at least on your operating system (Windows sucks as an operating system to run a webserver; on a Linux/Unix driven webserver you'd just create a symlink or mount the second hard drive accordingly to accomplish what you're up to). This isn't something that you can set up inside Coppermine anyway, as Coppermine is built with relative paths in mind. You would have to specify an absolute path (something like D:\images), which just isn't possible in Coppermine. It would mean jailbreaking the webserver anyway, which is hardly possible and definitely not recommended. You might experiment a little with junctions, which is roughly the equivalent of symlinks on your OS (given that you're on NTFS on file system level), but I wouldn't do that at all, it doesn't work that well and definitely is beyond the skills of a newbie (which is what you say you are). As I said initially, we can not really help you on webserver setup issues, that's beyond the scope of this board. Additionally, you failed to respect board rules (it's mandatory to post a link to your gallery in each thread), so there's little else I could say. It's hard for me to believe that you claim to have spent an entire day on reading forum threads without coming across postings that point out this part of our board's rules.
If you want my advice: play a bit with your webserver to learn about it and experiment, but don't actually consider self-hosting. As a testbed (without making your webserver available on the internet) I can recommend pre-made packages (like XAMP or server2go) that you can install on the hard drive you want. Those webserver installs are far from production-ready though as far as security is concerned; they serve just one prupose: to help you learn how to set up a webserver. They are great as testbeds, that's all.