You can put it on RamDisk.
I have my History folder on RamDisk due to some performance issues
How to:
Create RamDisk.
Copy C:\Program File\MetaTrader\..\someFolder to RamDisk.
delete/rename original directory at C:\Program File\MetaTrader\..\someFolder
Create an NTFS junction ( like posix symbolic link ) from the Ramdisk folder to the metatrader directory tree in each MT4 installation.
Create the link for the FOLDER not for the files.
done.
Using Ramdisk from:
Also:
http://www.microsoft.com/technet/sysinternals/FileAndDisk/Junction.mspx
..or
http://schinagl.priv.at/nt/hardlinkshellext/hardlinkshellext.html
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