The problem is a peculiarity of how Samsung organizes it's memory. At least, this is how it is on the Galaxy Player, but I suspect it is generally the same on Samsung phones.
What the system calls the SD card (mnt/sdcard) is actually the internal memory (I have 8GB, but with only between 6 and 6GB accessible to user). When you ask to "Move app to SD," This is where it goes.
The external microSD card is actually mounted as a folder on th "SD Card" (mnt/sdcard/external_SD) and the Manage Programs settings nor any third party apps are able to redirect to this folder.
I suspect it was done this way so that Samsung wouldn't have to use different software for devices that have and don't have SD card slots. I do wish some clever developer would come up with a way to fool the system.
Apps that have an option setting for what folders to look in for data (Office apps, music apps, etc) are fine with using the external SD card.