You're doing the right thing. To my mind, putting Windows and your programs on an SSD, and your data files on a traditional hard drive, gives you the best balance of speed and storage space. See The Best of Both Worlds: An SSD and a HDD for details.
But that earlier article failed to address how to move your documents, music, and other data files to the hard drive. I'm making up for that here.
I'm starting out with three assumptions about your computer. First, that you've currently got everything--Windows, programs, and your libraries--on your SSD. Second, you're running either Windows 7 or 8. And finally, that the SSD is drive C:, and the hard drive D:. If I'm guessing wrong about the drive letter, simply adjust the instructions below accordingly.
Start by opening your user profile folder. In Windows 7, click Start, then click your logon name in the upper-right corner of the Start menu. If you're using Windows 8, open File Explorer, click the long field just below the ribbon (it probably says "Libraries"), type %userprofile%, and press ENTER.