Thanks for the help. I did try that, it seemed so obvious. There is a trick to it though, you have to hold the icon over the edge of the screen but not your finger. If you go to far, the icon bounces back. Go figure.
I've tried it using the same way as moving apps but it doesn't work. So now I've got a couple of screens that are empty except for 1 folder. This happened when I put the collection of apps into folders as I've sorted the apps in ways meaningful to me.
Huh, Pooschey - I can drag folders across different screens with no trouble. You do have to wait for a bit for the screen to move ... but it does work.