It's common to install sample libraries on an external drive in order to save space on your computer. Garritan libraries offer this option during installation. When you are installing the library, you will be given an option to choose which components you'd like to install. The ARIA Player itself must be installed to the computer's hard drive, but you will see an option to select the install location of the samples. Simply click the drop-down menu and choose the location where you'd like to install them.
After installation, the file associations will point to your external drive where the samples are installed.
If you've already moved your sample libraries to a separate drive, you can configure your ARIA Player successfully by following the instructions at Moving your Garritan samples folder after installation.