Have you tried going to menu>settings>applications>manage applications and there select the apps you want to move by tapping on them. Move to SD should be an option for most of them. System apps and other may not be able to be moved.
Android has specific rules for where it installs apps. If the app has a specified location, that takes priority. If it is not specified in the app, then the default install location is used. Android has 3 identifiers for app storage location:
0 = Internal
1 = Auto
2 = External (sd card)
If 0 is set in the app, then it can only be installed on the internal storage regardless of the default install location. Widgets, services and apps that periodically poll need to be in the internal storage to run correctly.