How do you download a game purchased from the xbox marketplace to a USB flash drive?

I am not a gamer and am trying to help my son download a game we purchased from the xbox marketplace. The game will not download because it is trying to load to the hard drive which only has 1.3gb left in storage. The game, Left For Dead 2 is 4.3gb which can fit on the flash drive, but the system won't let us choose to download to the flash drive. The system keeps choosing the memory unit of the system and gives us no option to change it. Your expertise would be greatly appreciated.

Solution 1:

1) Press the Home Button.

2) Toggle as far to the left as possible, you'll see an "Active Downloads" category.

3) If you select it, you should find the game in a queue.

4) Selecting that game should give you the option of changing the default download location, as it's definitely supported.