Moving the Currently Displayed Message
  Choose Move from the Read pop-up menu to move the
  current message to a different folder.
  Mail displays a dialog box in which you enter the name of the
  destination drawer and folder.
  Click on the OK button to move the message.
  When you move a message, the message is marked for
  moving but is not actually moved until the folder is closed.
  While the folder remains open, you can reverse the operation
  with the Undo Move/Delete menu item on the pop-up menu.
  After the folder is closed the message is moved.  The message
  can be retrieved only from its new folder.
  Additional topics:
  *   Overview of Mail
  *   Reversing the Move or Delete of the Current
      Message