Click on the "Applications" section in the left sidebar.
Right-click (hold "Control" and click on a Mac) on the icon for a game you'd like to move and select "Show in Finder" or "Show in Windows Explorer" depending on your operating system.
Copy all the games (which have an IPS file extension) you want to move out of the now-visible "Mobile Applications" folder to the storage device.
Apple's iTunes is a great organizer, but it keeps much of its actual workings hidden beneath the surface. IPod and iPhone games--which are also applications--are especially abstract since the user generally never needs to know where they are on his computer--they just go straight on the iPod or iPhone. It's fairly easy, however, to find them and move them to a new computer.
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