I'm not sure if there's another way or if you have resolved this, but this is how I do it.
Open your pictures folder, hover over the pic you want to move and press the menu button. Select move, press the menu button again and select explore. This will show the device and the media card. Select the media card then the Blackberry folder and then the pictures folder. This works great for moving one or two pictures.
As far as moving the device pics to the media card if you have quite a few of them, this is how I go about doing that as well...
First, go to Options>Memory and make sure you have the following settings; Compression enabled, Media Card Support on, Media Transfer Protocol on, Mass Storage Mode Support on and the Auto Enable Mass Storage Mode When Connected is set to prompt.
This will allow you to view either your media card or your device media when plugged into your PC. Once you plug in your device you will get a pop up window on your device that asks if you want to enable Mass Storage Mode. Selecting yes will then pop up a window on your PC that asks if you want to view the files. Selecting yes here will show you only those files on your media card. If you plug in your device and select no to enabling Mass Storage Mode you should get the same pop up on your PC, however, the files you view will be from the device memory.
So plug your device into your PC and when asked if you want to enable mass storage mode, select no. In the box that pops up on your PC, select view files. This will open your device memory. Go to your pictures folder, select all and either right click and select copy or cut (copy if you're not sure and don't want to lose them, cut if you're comfortable in performing these steps). Once you have done that, unplug your device and plug it in again. At the prompt to enable Mass Storage Mode select yes. Go to the Blackberry folder, then pictures and open it, then right click and select paste.
Hope this helps!