I want to move (not backup, move) the file to a different location. That way bitcoin wallet software open that file up.
If you have already downloaded the data then you will have to move the data to the new folder. If you want to store them in D:\BitcoinData then click on "Properties" of Bitcoin.exe shortcut and add -datadir=d:\BitCoinData at the end as an example:
"C:\Program Files (x86)\Bitcoin\bitcoin-qt.exe" -datadir=d:\BitCoinData