Welcome to Android Forums. The Bionic under ICS is a great little computer. I've been using it since hour one of its release.
One of the strangest things was the naming of the cards in the device. See ... Bionic Reference - Terms - Links
... SD Card
Naming for an explanation. The reason why was because there was a lot of software out there that had sdcard hard coded into them and would not work as intended on the Bionic without modification.
Which browser are you using?
I checked out six browsers and none of them have a setting to set the location (Dolphin, Browser, Chrome, Firefox, Opera Mobile, Skyfire). They would all send it to the sdcard.