Well, this was new to me!
I failed to understand why drag and drop doesnt work sometimes and seem to work the other times.
This default behavior can be changed by usingAlt,CtrlandShiftkeys along with drag and drop.
Pressing Shift key and doing drag & drop will move the files.
Just download the .zip file and execute the .exe file after extracting it.
The zip file also contains a separate executable for Windows 8.
You will be back where you started.
This customization will not effect the Alt, Ctrl and Shift key functionalities with drag and drop.
The utility works with Windows XP, Vista, 7 and 8.