You'll probably see a lot of documentation on how to and why move the tempdb database on a different drive. One of them is a TechNet paper on Working with the tempdb in SQL Server 2005. The tempdb database is a system database which is similar to a user database except that it doesn't persist when SQL Server shuts down. SQL Server is the one managing the tempdb database but DBAs need to plan how to deploy the tempdb to achieve optimum performance. Moving it to a different drive will take advantage of the parallel read-write capabilities of your disk subsystem.
To move the tempdb database to a different drive, you need to use the ALTER DATABASE command
use master
go
Alter database tempdb modify file (name = tempdev, filename = 'E:\Sqldata\tempdb.mdf')
go
Alter database tempdb modify file (name = templog, filename = 'F:\Sqldata\templog.ldf')
go
Make sure that you move the tempdb to a different disk subsystem, not just a different partition. A complete step-by-step Microsoft Knowledge Base is available for other options in moving the tempdb database