Muntoo - based on your comments it sounds like you are trying to back up, or at least keep copies of files in another location.
I realize this answer might be a bit technical for you, but hopefully it's not too bad.
First, there is a utility included with Windows Vista called Robocopy. It is command-line, which means it runs from the DOS prompt.
Robocopy allows you to copy files to / from locations with a host of options, not the least of which is a mirroring function. How it works:
Open a Command Prompt by clicking Start and in Run, type "cmd" and press Enter. In the window that appears, you can enter commands like:
robocopy c:\data e:\data
That command will copy all data from the c:\data director to the e:\data directory. Simple enough, right?
Ideally, you will want to add parameters to the command that perform mirroring, for example, which enables robocopy to mirror the target directory (e:\data) with whatever is in the base. So if you remove folders from the base, it will remove folders from the target etc. each time you run the command.
How to Automate: Create a new myfile.TXT file on your desktop. In the file, enter the following and save:
robocopy c:\data e:\data /MIR /Z
Obviously change the source and target locations to be whatever you want. Rename the file to "myfile.BAT" instead of "myfile.TXT" (only change the file extension).
Now, you can double-click the file and it will run the command automatically. This command in particular will do exact mirroring based on the parameters, and just might be exactly what you need.
If you want to further automate this, you can make Windows run this BAT file automatically by creating a new Scheduled Task and setting Windows to run the BAT file. I recommend following the steps here. There should be options to run the task automatically on bootup, shutdown, login / log off, every 4 hours, etc.
EDIT / UPDATE: Thanks for clarifying in your comment below. I suggest you update your original question with that information. At present, the ONLY way to explicitly move files on a selective basis is as the other commenters have stated and as you already know - using the SHIFT key.