firstly, if you want app2sd done automatically by the rom, you need to have two partition in your sd card, one ext2 and one fat. I recommend using a ubuntu live cd and use the partition manager to make your partition. 500mb -800mb of ext2 should be enough for all of your apps need

. Be warned though, if you have class 2 sd card, I dont think its a good idea to use apps2sd. If you dont have the cd, maybe you can use this
apps.
When done partitioning your sd card, put the cyanogen rom you download to the root of your sd card, and rename it to update.zip. Then off your phone, and then press power button + home to enter recovery mode. There choose option to update from sd card. When done, restart your phone. Congratz

now you're using CM rom with apps2sd

as for whether you need to wipe or not, Im not so sure about that, and yes, if you wipe, you'll lose al of your apps.. and configuration too.
thx for the help.. i will try that soon.. and i haf a class 6 card, so i dun think it should be a problem for apps2sd..