By the looks of the screenshot you posted it would appear that you have accidentally created your first partition as an "extended" partition (with your boot "Demarrer"? as a logical partition within it) rather than as a "primary" partition. You can tell an extended partition from a primary partition as an extended partition has a green border and contains other partitions.
As a result it appears that Windows has made your first partition the boot partition (where the bootloader is stored) and put all the system files on the first primary partition it could find.
Typically having an extended partition before a primary partition is highly uncommon and it may be that this is a bug in the Windows Installer. I think I might be right in that you can only boot from primary partitions and so it could be that the Installer set the first primary partition ("Data") it found to be active and bootable, then installed system files to it and then set up the bootloader on the partiton you told it to install to. As it had already set up the system files on the data partition it then continued to put the rest there. A very ugly state indeed.
The easiest way to rectify this problem would be to reinstall your copy of Windows after deleting the 20GB partition and recreating is as a fully fledged primary partition using something like a GParted LiveCD.
There'd a short read on Primary and extended partitons on Wikipedia
Based on kreemoweets comment I have checked and he is indeed correct. The "boot" partition stores your system files and the "system" partition stores the files needed to boot in the first place. (Which makes no sense to me at all)
This reinforces my belief that the extended partition is the problem.
An extended partition cannot be set as bootable, only a primary partition can. As such Windows installed the bootloader on the first usable primary partition (your data partition) and because in Windows Primary partitions are enumerated for drive letters first, it gets first call on the C:\ drive letter in Windows.
As you told Windows to install the system files on the extended partition it is likely that it has done this properly, but because it is not the booting partition and additionally is not a primary partition, it gets allocated a drive letter after other devices.
My earlier recommendation still stands, recreate the first partition as a primary partition, and reinstalling should almost certainly fix your problem.
You may end up with NTLDR and some other files left on your data partition after reinstalling, but so long as that partition is no longer the "System" (or boot :S) partition, the they should be safe to delete.