To move multiple messages into a folder at the same time:

1. Select messages in a sequence (an entire block of emails) press the "Shift" key and click the first and last message. To select random (un-grouped) messages, click in the check- box beside each message.
2. Once you have the messages you want to move selected (they'll be highlighted), either click and drag them over to a folder or click the Move button and select a folder for them.