Littlebro :
Is there no possibility to just install Skyrim on my SSD and the rest on the HDD? :s
Nope, it's all in the same folder (whereever you've installed Steam).
If you want to be super efficient, you can copy my setup.
1x 128Gig SSD (for Operating System ->Win7 64bit)
1x 128Gig SSD (for Steam/Origin/other games)
2x 2TB HDD for media/backups, other huge applications like Photoshop, Visual Studio, etc.
That's how I do it.