Where are you moving it from, and where are you moving it to?
If, for example, you were moving it a folder called DOWNLOADS on the C: drive to HP_DRIVERS, which is also on the C: drive, then the best thing would be to Right-Click and Drag it to its new location and tell it to Move. The folder itself isn't moved, just the path gets reassigned.
Going from drive to drive, I have always used the same proceedure, but Copy it, then when I am sure it is correctly copied, then I can Shift-Delete it from its original location.
The reason the OS is giving you this warning is that a Read-Only folder is generally something important, and they want to make sure that you realize the fact that if something happens during the cut/paste (or Move), that important folder is lost.
As a person who makes his living recovering other people's mistakes, I always recommend that important files and folders get transfered in such a manner as to avoid those AWWWW S**T!! moments <G>.