I have almost all of my applications on my SD card. I usually install them there from the start - through ActiveSync when it asks if you want to load the program into the default memory, say no. It then comes back and gives you a choice - select SD card or other card.
The best thing to do may be to uninstall the application and then re-install it. When you uninstall through ActiveSync, it lets you uninstall from the Axim or remove from desktop and Axim. I would just select Axim, then you can reinstall through Active Sync directly.
When you install applications/games from your PC using ActiveSync, don't use the option to install to main memory, use the drop down box to select the card where you want it to go.
Application that appear on the Today screen and certain other programs cannot be installed to the SD card.
If you've already install to main memory, un-install on the X3 and then re-install.