First you need root access:
How to Root the Sony Ericsson Xperia X8 Step By Step for Windows users:
1. Download and install the Xperia X8 USB Drivers
to your Windows PC
2. Turn on USB debugging on your phone: Settings>Applications>Development>USB Debugging
3. Download the latest SuperOneClick.zip
file to your Windows computer. [Registration Required]
4.Extract the files from the .zip file into a new folder on your Windows PC.
5. Restart both. The PC and X8 just in case.
6. Plug your phone in to your PC and turn on USB debugging. DO NOT MOUNT THE SD CARD!!!
7. Open the folder with the SuperOneClick contents and double click “SuperOneClick.exe”.
8. Run the program, click root and wait few minutes. Done.If it doesn’t work at the first time just re-run the program once or twice.
How to Install App2SD