There are two ways to go about managing apps and data on your HTC ChaCha. You can either download an app that will help you get your data under control or you can do it over the settings.
If you want to change the saving location of apps using your settings try the following:
Go to settings> applications> manage applications and then you should see a window with four tabs that show you the location of your apps and which apps are currently running. By clicking on an app you have a series of options which allow you to better manage your app including to move it to the SD card.
Managing Data using an app:
I would actually recomend you use an app to manage your data. My favorite is a super tool box
and much like the name say, it's a general tool box for everything you can want to do with your phone including battery/ memory management, data management (including moving things to your SD card) and there is even a task killer if you choose to use it. If you download the app there will be a button called App2SD and Filemanager and using both will help you move files around as you see fit, much like you already do on a normal computer.
Hope that helps