Yesterday, I discovered that the applications should put a special tag in the manifest in order to let the user put them on the SD card.
Today, I tried it on Word Prospector, and
Tadaaa ! It's working great :
(Here in french, obvisouly)
The move is instantaneous, completely transparent.
And the application looks as fast as when running from the internal memory.
Additionnal note :
I love the Bug-Droid icon when you are connected for debugging !!!