Try restarting the software and then repeat the procedure. Additionally, make sure that the files you are trying to move out of the application are not in use by the same application. Go to File > Close to close all the current jobs that might be opened in the software. Another solution is to try running the application as Administrator. Locate its shortcut icon, then right click it and select Run as Administrator. Repeat the procedure to move the files out and it should work this time.