>When I created a new database on the server, it never prompted me where I wanted it install. How can I change that so it would be under d:\data?

You can set/change default location for new databases in SSMS by going to SQL Server properties, Database Settings.
You can as well specify DB location when you create it. In SSMS, in New Database dialog on the General tab. In T-SQL, CREATE DATABASE in the ON clause.