You played it correctly, Joshua.
15.31 Cavalry ChargeCavalry units activated by a Cavalry Leader may conduct assault movement (12.1) from two hexes away against a unit it can spot. The charge must follow the hex path used for spotting. This is a "cavalry charge," and gives the cavalry a +1 column shift on the assault table, although because it is an assault it is still a "fire" activation (3.13). If the cavalry begins its activation adjacent to the target enemy units, it may not charge. It may attack with whatever fire value it has, or conduct a normal assault.
Inactive units may conduct opportunity fire against charging cavalry in the first hex they enter, before they enter the assault hex. Units being charged may not do this if other enemy units are already in their hex at the time of the charge.
12.11 Entering a Hex
Only activated good-order units directed by a leader of their own type (regular or tank), or by any leader for APCs, may enter an adjacent hex occupied by enemy units. Entry requires a "fire" activation since combat will result, even though it's movement too.
Emphasis is mine. Movement is done unit by unit as others have indicated.
It's one of many things for which an example of play would have clarified the intent.
