Files won't move

I recently bought the new pro, lion included. I accidentally deleted the downloads stack and when I re-added it, it was not the same stack that I remember. I can no longer move files out of the downloads folder, only aliases. How can I remove the original files from the downloads folder/stack so I don't get that folder cluttered with a million downloads...I am not the most technologically savvy person either...so this could be a simple error on my part.

 

I can move them to the trash...but when I try to move the files to another folder, after I have downloaded them, they will not move, only copies of them...and i do not want my download folder to have tons of files in it...thats why i am trying to move the files in to their respective folders...this did not happen before, this just started happening..if that makes sense