hang-the-9 :
Depends on how exactly you are trying to move the files. Are you right-clicking and selecting Cut and then Paste or just dragging? If you drag to a different volume, it copies, if you do it on the same volume, it moves it, as defaults that is. Also it may say "Copying" but it may actually be removing it from the origin.
I'm using the CTRL+X and CTRL+V commands as the Right Click on my mouse doesn't work.
Actually this happens when i'm Moving photos from PC to Phone, not phone to PC. During this, i often get errors also, like Can't copy, Can't Move, etc and the process would stop at some specific file or say photo usually making the Computer slower. It would say Moving but it will actually Copy. Anyways, i have found a solution to this problem. What you need do is simply choose PTP over MTP to transfer Photos. Provided that you have USB Debugging enabled on your Phone, whenever you connect it to a PC, it will ask you to USE USB for either of: (i)Charge this device, (ii)Transfer files, (iii) Transfer Photos (PTP) or (iv) Use this device as MIDI. If you want to transfer photos, always use PTP and Moving Pics will not Copy anymore. However, it won't work for any other kind of file.