You're asking a fair question, but I think this is one of those Mac way and Windows way things. I'm not sure if there's a way to get this to behave like it does in Windows. However, you should at least give the Mac way a try -- it has some charm.
The mac way is basically drag and drop, instead of cut and paste, except that OS X has spring loaded folders to make it easier. If you drag something over the folder icon in the left side of finder, or the right side of finder, or on the desktop, and hold it there, after a moment, that folder will open up. When you finally reach your destination, and drop the file, OS X will also automatically spring closed the folders, so it doesn't leave a mess.
In a similar manner, you can drag files onto programs in the dock to get them to act on them.
Anyway, hopefully someone might know of a way to do exactly what you want, but maybe play with this in the meantime? 🙂