In order to change the storage drive / folder for PRTG's day-to-day monitoring data all you need to do is use the "File -> Save As..." menu entry. Then choose the desired new folder and a new filename and click "OK" to save the data.
This will first create a new .PRTG configuration file and then copy all relevant historic data files into the selected drive / folder.
Please note that your old data is not touched during this process. After checking that the new data works fine you can delete the old data manually.
For more information about how PRTG stores its data please see
www.paessler.com/support/kb/questions/25
Disclaimer: The information in the Paessler Knowledge Base comes without warranty of any kind. Use at your own risk. Before applying any instructions please exercise proper system administrator housekeeping. You must make sure that a proper backup of all your data is available.