To change the default Opera download location (FYI, this is well documented, but personally I could NOT get this to work):
Edit the Windows\Opera9\Opera.ini file
Under [User Prefs] change "Download Directory=\My Documents\" to another directory on your device or storage card (or create this line if it does not already exist)
For the Messaging component, try this post:
http://forum.ppcgeeks.com/showpost.p...01&postcount=4
Which basically said to try this...
http://www.tleone.com/windows-mobile/61-move-email-and-attachments-to-storage-card.html
ps. you may want to back up your e-mail first...just in case.
pps. you will want to read through the end-user comments on that post as there is mention that if your OS tries to launch Messaging on startup, and before your OS sees your external card, it may move the messaging files back to internal storage. It makes mention of how to resolve that though.