Migrator - List - Copy Discussion To Folder Does Not Actually Put Discussion In Folder

I have a List that contains several discussions and folders. I am trying to move one of the discussions into one of the folders. I right-click on the discussion and choose "Copy To..." and then choose the list and folder as the destination. However when it finishes there is just another copy of the discussion at the top level rather than in the selected folder. Is there a trick to getting it to actually copy the discussion into the folder?