Originally Posted by Huffmeister
You have to manually move them to the SD card, although not every app can be moved (and ran) from the SD card. You can go to Settings >> Applications >> Manage Applications and go through each installed app and see if it can be moved to the SD card.
Or you can just download App 2 SD
(free) and it will show you a list of apps that can be moved to the SD card. Just click on the app and it will move it to the SD card.
That requires Froyo, which I don't believe the HTC Hero runs.