I think I can clear up some confusion: on my Epic 4G touch, there are 2 types of sd card. There's the regular external sd, which is probably what the poster is trying to get pictures onto and then there's what Samsung is using as the default sd memory, which is really just internal phone memory that happens to be labeled as sd.
So if you're trying to move your pictures from that internal sd memory to your external sd card, follow the same procedure: My files>tap and hold DCIM>select move> select the folder called external_sd>All done!