As Steam wouldn't remember where you put them, you have to move the Steam folder itself.
You should delete any files and folders inside the Steam folder befoer or after moving it except for Steam.exe and the folder SteamApps. Afterwards run Steam, it will update shortly and work on it's new place.
[DISCLAIMER:This will work, however, if you get any problems, don't blame me!]

Alternatively you can disabel UAC during the installation progress and run Steam and RTW with administrator-rights. May be functional as well.3

XSamatan