Mac OS X has a lot of features, but you might be confused when trying to move files/folders from one folder to another folder. Moreover, if you are familiar with the behavior in text editor which allows for cutting text by pressing Command + X.
That way does not work on the Finder, you cann't just press the Command and X button to cut files. The difference is when you paste the files/folders.
Try this way..
Use the key combination to copy a file:
⌘ + C
Command + C
Then, use this key combination to paste it:
⌥ + ⌘ + V
Option + Command + V
That's it, your files should be moved.
Note: It only works on Mac OS X 10.8 and above.