Take a deep breath...
(1) Go to "My games"
(2) Click "Manage games" on the blue bar
(3) In the "Select" clumn, tick the games you want to move
(4) At the left, click the link "Move to folder"
(5) Choose the target folder from the popup
If you are trying to move completed games to the archive folder, there is a short cut for that in the "Actions" column of "My Games"