Moving items within external disk drive copies instead of moves

I've got a WD My Book connected to my MacBook (2008 white, 10.6.8). In years past (since about 2007) I've been dumping photos on the drive, sometimes to free up space on a laptop but usually to keep an extra backup drive just for personal photos, which are important to us. I'm finally getting around to organizing the photos to make sure we have printed what we want in albums, delete duplicates, and put what we want to keep onto DVDs or a durable hard drive to store indefinitely.

The WD My Book has three partitions, and all the photos are in the same partition. As I move items around within the partition, I've noticed that my Mac copies the items rather than just moving them from one folder to another. This is a pain, because there are about 240GB worth of movies and photos on the hard drive, and copying takes a lot longer than just moving them. Any idea why the finder behaves that way when navigating around an external hard drive, and if there's any way to fix it?