Actually, I wasn't thinking about this earlier. You can do this all from the device. Use Terra Mobility's File Manager Pro. You can select multiple files by highlighting one, holding the shift key and scroll down. From there, press the menu key and select move. Browse to your media card and move the file there.
File Manager Pro is still in beta but it is a nice little app.
You can check it out for yourself by pointing your BB Browser to File Manager Pro - Download