How do I move files to memory stick using Vista

Can anyone throw any light on my new problem .
I am using Windows Vista Home on my Toshiba Satellite 350 and I am trying to save a file to memory stick.
I locate the correct file and click on ' send to removable disc '
I then get an 'Item not found ''box which contains the message ,
''Could not find this item This item is no longer located in C:\Users\Desktop.
I ( Or wherever am looking) Verify the items location and try again''
I have checked the location and I have the correct one .
I have tried this many times with different types of files/locations and I get a similar message every time I try to move the file to anywhere , not just the memory stick
I have tried dragging the files in to the box and get the same message ,copying and pasting does not work I still get the same message ?
Whatever am I doing wrong ?

Thank you for the reply
Yes, I do know how to copy and paste but as you see from my question I get an 'Item not found ''box popoping up which contains the message
''Could not find this item This item is no longer located in C:\Users\Desktop. I ( Or wherever am looking) Verify the items location and try again''
BUT the files are there .
I have tried this many times with different types of files/locations and I get a similar message every time I try to move the file

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