first you need to be running Android 2.2 (Setings > About Phone > software information)
second, goto settings > applications > manage applications (Might be slightly different depending on your phone)
Find the app on the list, press/click it and see if move to SD card button is highlighted.
If it is, click that button to move to SD card. If it's greyed out, then the app dev did not program that funtion into the app yet.
Also, you can download a couple of app2SD card apps that notifiy you right away when an app can be moved to SD card. (like when an app dev updates the app and implements app2sd functionality)
Those apps will also, at first install, scan all of your apps and tell you when can be moved to SD card.