Hmm. Perhaps I have mis-uderstood your post. Can you post exactly the menu steps you go thorugh to achieve your render and where the outcomes are. It is perfectly achievable to render your preview and final movies to your video drive.
You may also wish to check the Preview Manager
1. From the File Menu select 'Preview Files Manager'
2. From the drop down at the bottom of the dialogue menu select your video drive
3. Click OK
Incidentally if the steps I mention in my previous post are correct your screen should look similar to,