I was able to create a folder in addition to 'Inbox' and 'Sent'. I can access it... but I don't know how to put messages in it.

If I select the checkbox for a message in my Inbox and then click the drop down all I get is:
Selected Messages: <Move to folder...>
Delete
Mark as read
Mark as unread
Download as XML
Download as CSV
Download as TEXT

I would expect my created folder to be there...

If I am in the message, my only option is to delete it.

Am I missing something obvious?
thanks