Wow this really saddens me, because earlier this week I was trying to figure out, if there was a way to make the SD card the primary drive. Yet apparently not, even though I purchased a 2GB stick. However, thanks to Jajaja, at least it's true that I can stick with the original method by copying those games to the SD card.

Now when you said about save data files. I noticed some games like Bonk's Adventure will NOT let you transfer that save game data.