Don't thin or move them until fall. You will interrupt their "food" cycle and they may not return. If you plant them under an apple tree, make sure they get enough sun. They need at least 6 hours of dappled sunlight in order to bloom well. Also they'll be competing with the tree for nutrients, so you'll have to feed them very well with bone meal 2 or 3 times a season.

Is it well-drained soil beneath the apple tree? If not, lilies will not do well. Then tend to get smaller and smaller until they just fizzle out unless in rich, well-drained soil.

Its very well drained soil. Ive got a few Irises there that have thrived for 3 years. The trees are only 6 feet tall so I plan on having the lilies there for just 2 years till they spread a bit more. Im going to give it a shot. Thanks for the info Botanybabe. I feed them 2 times now with bone meal as it is. So thats not a problem.