Save wav. files in Cubase 6 on external HDD?

Hello,

I’m a new Cubase 6 user and I have a question. I have a quite smal internal harddisk, 250GB. So, I have also an external USB 3.0 Harddisk of 3TB. When I save a job in Cubase to the external drive, There is only the project saved, which is quite smal, but the wav. files belonging to the project are always saved on the C: drive. Is there a possibility to save the wav. files on the external harddisk? And if yes, how?

Thanks a lot

Peter