Mac Mail - Shortcut to moving message to a folder?

I'm new to MacMail and am trying to switch over from Entourage. I have folders for my clients and business associates, and after I respond to a message, I file it in a folder specific to them. Is there a shortcut to doing this in Mac Mail? In Entourage and Outlook, there is an icon within the message itself and at the top of the mailbox that says something like "MOVE", and allows you to click on it and drop the message into a folder.

For the life of me I can't find a short cut, or even a "MOVE" icon in the icon list. Anyone have any suggestions?

Thanks. Right clicking is OK, not great, dragging just takes too long, especially when doing so into subfolders within folders too, and when dealing with loads of messages.

Isn't there a "MOVE" icon that I can make appear in the header of individual messages and in the header of the overall program? There are so many potential icons for functions, it's hard to believe there isn't one for this.

Am I just missing it, or does this icon indeed not exist?