There are a couple of different ways. One is Settings > Applications > Manage Applications > Downloaded (or All) Tab > Name of LWP > Move to SD card. On my phone, I'd always have to hit move twice for it to work. The first time always failed, but if I hit it again, it would work. If you are rooted, Titanium Backup works as well. Just browse to the name of your LWP and long press on it and hit move to SD card. Your apps will either be alphabetized or if you just downloaded it, at the top of the list. With that being said, I wouldn't recommend putting LWP on your SD card as it might create a lag. Just depends on your phone, so give it a shot, but I know on my Eris it's definitely not a good idea. Hope this helps...