By default, the event logs are stored in the %SystemRoot%\System32\Config folder. You can alter the location and/or file name by editing:
Double click this key to display the 3 log sub-keys. Select the log you wish to relocate and in the right hand pane, double click the File value which is a type REG_EXPAND_SZ. Change this string to the full path of the new location/name.
I suggest that you reboot.