How do I place my files on a separate hard drive from the system drive with OS X?

I have a mac pro and want to place my files on a seperate hard drive to the system. Can anybody please ad vise me what I have to do to achieve this. My OS X is Lion 10.7.5

Drag and drop will normally work if the separate hard drive is formatted right:
https://discussions.apple.com/docs/DOC-3003
Mind you, an external hard drive is the ideal way of backing up data.   Software such as Carbon Copy Cloner or Time Machine can be used for backing up, and is much faster than using the Finder for drag and drop, and will ensure the entire system gets backed up.  
Time Machine offers whole unbootable system backup with archiving.  Each archive has a temporary existence as long as the backups are automatic.  When you make them manual, you can copy them off to a non-time machine source to ensure they exist longer.  The larger your destination drive, the longer the archives last.
Carbon Copy Cloner is used most often for clones, and it maintains an exact replica of the original, deleting anything the original had deleted on the copy that it makes, and its backups are bootable when they are successful.  It offers archiving options, but they aren't as transparent as Time Machine.
Firewire 800 is faster than USB 2.   PCI eSATA and Thunderbolt cards are faster.  The ability to boot the PCI based cards varies by card.  But the SATA drives can be inserted internally if you want them to be boot.  Some SATA drives need a jumper to be able to be read by your 1.1's slower internal SATA bus speed.  Check with the hard drive vendor.  USB 3 cards exist as well, though I've heard USB 3 has difficulty with WiFi interferance.

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