On the Mac when you drag a file from one place to the other, the behavior depends on the version of OS X you are using. And the behavior can be modified using the Option and Command keys.

In Tiger (OS X 1.4) when you drag a file, by default it creates a copy of the file. You can tell this by the green "+" symbol next to the copy that you are dragging. If you want to move the file instead of copying it, press the Option key. The "+" symbol will go away. If you want to create a shortcut/link to the file instead of actually moving it, hold down both the Option and the Command keys. Instead of the "+" symbol you'll see a looping arrow that indicates a shortcut.

In Leopard things slightly different. By default it moves the file instead of copying it. If you want to copy instead of move, you have to hold down the Option key and you'll then see the green "+" symbol to indicate that a copy is taking place instead of a move. The shortcut behavior is the same; hold down both the Option and Command keys and you'll see the looping arrow to indicate that a shortcut will be created.