Take a look here http://www.mongodb.org/display/DOCS/Splitting+Shard+Chunks for info on setting up your own split points. Other doc explains the balancer and when it migrates chunks for example.
-- Max
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I should add that the intention is that these operations be managed automatically under most circumstances other than initial bulk loads. Please see http://www.mongodb.org/display/DOCS/Sharding+Administration to learn about that.
-- Max