A message can be moved from one folder to another for organizational purposes.
Go to Messages.
In the target Sakai site, select the Messages tool from the Tool Menu.
Open the folder containing the message to be moved.
Select the folder name of the folder containing the message to be moved.
Select the new folder for the message.
Select the radio button to the left of the folder where you would like the message to be moved.
Select Move Messages.
Select Move Messages to complete the move.