There is no option in Samsung Galaxy Mega 5.8, Android version 4.2.2 as "Move to SD Card" in Application Manager.
3 Answers
The other way of doing this is more simpler, the blog which was where I learnt this from.
adb shell pm getInstallLocation
, the value returned is 0 is default.
- 0 is Auto, will by default Android OS will install it as it sees best.
- 1 is Internal, apps will get installed to the internal filesystem.
- 2 is External, apps will get installed to the external filesystem, by way of SD Card.
Now, to change that to external location
adb shell pm setInstallLocation 2
, the changes will persist across reboots and any apps will get installed to the SDCard by default.
Beware: I am unaware if this will work in the newer later versions of Jellybean. As the latest I have is CM 10.1 Android 4.2 so the mileage may vary.
Amendment:
As per @Izzy's comment below, the newer Jellybean version and probably will remain for later Android versions from that point onwards the commands used above are, adb shell pm get-install-location
and adb shell pm set-install-location
respectively in place of the older commands as highlighted above. Reference found here

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This did not resolve http://android.stackexchange.com/questions/61108/how-do-i-get-a-samsung-galaxy-tab-3-kids-to-preference-the-sd-card – JoshDM Jan 15 '14 at 04:14
You have to root your device:
http://www.idroidspace.com/root-samsung-galaxy-mega-5-8-and-install-cwm-touch-recovery/
Then install the app in the sd memory and then (finally) you can unroot your device so to don't lose the warranty or the O.S. update

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pm get-install-location
andpm set-install-location
. Reference (by Izzy): developer.android.com – Izzy Oct 25 '13 at 20:23