WinXP

I just loaded WinXP and am trying to move a file from My Documents to a folder under my account, but it keeps showing up in My Documents also; How can I get rid of it in My Docuents, but keep it in the new folder? Also when I try to set permissions on the new folder, I go to the properties of the folder but I do not get a permissions tab. I can only password protect my account, what am I doing wrong? Please help!

Thanks,
Dave