First of all you have to tell Windows to move the page file, more information needed on your OS but assumptions say Win2K/XP, so
Right-Click My Computer choose properties select advanced tab.
Under Performance choose settings then select Advanced tab.
Down the bottom in Virtual Memory choose change.
Select the drive it's on, (note what is setup) choose No Paging File,
and then on another drive you can put the pagefile on it (with what was noted)
Restart your computer, delete the old pagefile and then format as normal
Hopefully that helps.
Your games will should still work, as long as you have enough RAM available for the game.