If you are running Android 2.2 or 2.3, go to Settings > Apps, select the app (Downloaded only, you can't move System apps) and if the "move to sd" button is not greyed-out you can just use that.
Not all apps let you, and you should not move an app whose widgets you use to SD as the widgets will break (at the latest, next time you reboot).
If you are running Android 4.x, then that feature no longer exists. Sorry.