How do you throw them? Every time I play online on the 3DS, I look at the moves list and I do it but it won't work.
Is there an easier way or am I doing it wrong or what?
To throw, you press the light punch and light kick buttons simultaneously. This is a universal command for every character. By default, these are the Y and B buttons on the 3DS. You can also assign the buttons on the touch screen to this shortcut in the options menu.
If you are next to your opponent, your character will perform the throw. You can also throw the opponent forward or backward by pressing that direction when you perform the throw (i.e. back + LP + LK).
If your opponent is not in range, jumps away before you throw, or is otherwise unthrowable, your throw will "whiff", and your character will be vulnerable for a short time while the throw miss animation plays. Your opponent can also cancel your throw, or "tech", by pressing throw himself within a few frames after you grab him.
Some characters also have additional special throws, sometimes called "command throws". For example, Abel has Tornado Throw, done by doing a half circle back + punch. These would be listed in the command list and can also be assigned to the touch screen buttons.