Are you talking about when you click and drag an item in the start menu, slide it over another folder? Then after you release the mouse button, windows asks you if you really want to do this?
I don't organize my start menu this way. Too easy to screw things up and drop stuff in the wrong location.
I right click on the start button and select 'explore', do that again and select 'explore all' Tile the two windows and then move things around as I want them. No annoying message boxes and I can open the hierarchy to see all the sub folders at once. Much easier.
"I used to think the brain was the most amazing organ in the entire body. Then I realized who was telling me this."
If ignorance were painful, half the posters here would be on morphine drips.