I'm sorry but it looks like you will have to manually move everything you download on your phone. But for files downloaded, you can use downloader apps to set save location.
yaa i had a look over it and every internet stuff gets downloaded in internal storage and even all the app data and every thing is saved in internal storage
In that case, I suggest that you observe where files automatically are saved when you download stuff online. Let us know what you find.
Check Settings > Storage > Default write disk. Let me know if the option is there.