I don't own the game so can't really tell you, but I would check through the *.ini files (or similar settings files) first and see if you get lucky. Alternatively, google for a possible command line (or " -?" after halo.exe should give you all arguments) to force a desired target directory. If that doesn't provide the desired result, I'm pretty sure you can move your "my documents" folder (assuming that's where they are stored) so maybe you can get away with moving it to your external hd prior to installation and moving it back after and making a copy on your external.
Or, you might save yourself some time by asking this on halo specific boards. I did a quick google and this might be a good place to start.
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