Well directories of the core files (files needed to run SQL Server should be separated in different directories), for data and log files it depends. If you already established a physical structur of distributed data files and log files (to enhance performance due to split IO access) you should reuse this structure, placing the files on the disk using the same "logic" as you did for the other instance. If you did not do that yet, you can place the files wherever you want, I would just ot mix them up with the other (data-)files as it will ease the migration lateron if you keep them separately.
Jens K. Suessmeyer
http://www.sqlserver2005.de
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