Yes I read it I just didn't memorize every single topic on it. Thanks for answering.
I am going to leave this information here in case someone else is searching how to use a microsd card without having to use an external reader to transfer the songs to the card.
The feature is indeed named "Long Select" and not "Long Click" as mentioned earlier. You go to Files, then highlight the directory you want to copy and do a "Long Select" (press and hold the select button). Some options appear that let you work with the files. In this case you might want to cut and copy the songs from the HD to the expansion card. In case you haven't changed the name of the folder to store the music, you will need to force the Sandisk to show all files before you see the MUSIC folder.
One question, does anyone know how long it takes to transfer 2 Gb from the HD to the microsd card? When I transfered the songs in the Sansa HD to the Hard Disk on my computer it took about 25 minutes.