I've had the same install problem with a few different apps. Kind of a pain having to unmount the sd card, install the program, mount the sd card and then finally move the app to sd.
That is because you probably use APP2SD, and Angry Birds (like many new apps) is prepared too see that you have froyo and it automatically installs to the SD card (since it has the flag that says that it prefers the sd card), but since you are using probably an old method (manual) to move apps to the sd card, it creates a conflict....
