First of all, welcome to these forums. Second: not all apps can be installed on SD card. For those that can, follow these steps:
1 Install app the normal way (to RAM)
2 In Home screen: press Menu, Settings, Applications, Manage applications.
3 Click the app you want to move to SD and press the Move to SD card button. If it's greyed out, it means the app wasn't designed to be moved.