Deleting home folders ~symbolic links in Mac OS X
That’s not the recommended way of configuring a two-disk OS X install. Steps:


Make a clean install on the SSD. Or you can just copy over the System Files. This would make steps 2 and 3 unnecessary.
Create a temporary admin account on the SSD.
Add a new account in the Users and Accounts preferences. It should match the credentials of your old account on the HDD.
Right click on the account after it has been created, then click on Advanced Options.
Set the home folder of this account as the previous home folder on your HDD.
Transfer the necessary apps, libraries, etc by using a disk cloning app or good old copy-pasting.


The Download folder reappears because OS X thinks that the home directory is on the SSD, not on the HDD.

Source: http://macintoshhowto.com/hardware/how-to-speed-up-your-mac-with-a-ssd-drive.html