This can't be done with a stock 2.1 Hero. The only way is to root and install the apps 2 sd script to allow moving of apps to the sd card.
Moving app data to the sd card was allowed on Android 2.2 (Froyo). But even then it was only a small portion of the data that was permitted to be moved.
1. lol It's pretty easy actually. Follow the information provided in the above thread. it's a matter of downloading the files onto the phone and letting it do its thing. The process is pretty much automated.