Not automatically, but you can move files to the SSD, and use mklink to create reference points on the old HDD. Note that not every game/program will correctly work with this set, especially if you reference to individual files where they are executables. But doing it with a directory usually works.
So lets assume you want to move D:\Games\MyGame\Dir to your SSD, you would move it to C:\Games\MyGame\Dir (where D is your HDD and C is your SSD)
Then open an elevated command prompt (start, type CMD, Right-click, run-as administrator (or ctrl-shift-enter))
Type the following:
d: cd games\mygame\ mklink /d dir c:\games\mygame\dir Note that you have to replace the names of the folders to what it needs to be, where dir has to be the same everywhere. So if you'd be doing this: Portal2\bin, then mygame = portal2, dir = bin. So: mklink /d bin c:\games\portal2\bin
The same can be done with a full game: mklink /d portal2 c:\games\portal2
Note that loading games through an SSD will make loading times a bit faster, but having a lot of RAM will also help a lot. If you have just enough RAM, you should consider investing in an upgrade for a massive increase of loading times. Think about 8 GB or more, but also note that this requires a 64-bit OS, as the memory cap for 32 bit OS's are around 3,5 GB.