Problem moving files on an external firewire drive

Hi all, hate to be a bother and ask a possibly dumb question here, but I am stumped. I recently bought both a new MacBook Pro running Snow Leopard (10.6.2) and a 500 gb Western Digital firewire drive to back up my files. I copied a large amount of files to the external drive, but when I try to move those files into a different folder on the same drive to organize them, it tries to copy the files instead of just moving them. I can't figure out how to just move them into a new folder for consolidation without creating a duplicate file. Am I missing something basic here?

Thank you for any help you can provide. I am just at my wit's end and am so tired and overworked right now I cannot seem to find an answer....

 

Well that works if I wanted to copy the file, or duplicate it.... but I just want to move it from a folder to another folder on the same drive without actually making a duplicate. No idea why it's still happening.