You'll have to copy or move files from your saved folder, not the LW library. Within LW tools > options > saving will show you the location of the saved folder. By default it's C:\Documents and Settings\your name\Shared.
If you go to the library, click on Saved Files then click Explore...your saved folder will open & you can copy or move files from there

Check out the screenshots in the sticky...you'll see another way of getting to your saved folder.