Simply moving applications over by copying them from your main memory to your storage card is not a very good way to do this. It is likely that some of your applications will not work, since registry values that are needed for these applications have not been changed.
The best thing to do is to uninstall the applications and reinstall them to your storage card. If an application can be run from the storage card, and the installation file is in an .exe format, you should be given the option when you are installing the application to install it to the storage card (you will be asked if you wish for the application to be installed to the default location > say no > then you can select storage card).
If the installation files are in .CAB format, then you can copy the .CAB directly to your Pocket PC, tap them and they will install. You don't mention what model Pocket PC you have....it sounds like you may have a windows mobile 2003 model. If that is the case, you can can use CABINSTL to designate exactly where you want the software to be installed. If you have a WM5.0 device, you are given the option to specify the place and don't need to use CABINSTL.
There is nothing wrong with copying file from your My Documents folder directly to the storage card, but now those files will not be synched. If you want to sync files to places on the pocket pc other than the My Documents folder in main memory, you'll need to get software that allows you to do it. I use Mighty Sync, works in conjunction with ActiveSync to do this:
Mighty Sync by MyDocsUnlimited