Usually linux's ntfs support is "crippled" meaning that it will refuse to allow write access to the partition. If you are just moving it inside the same partition i.e. /mnt/windows/foo.bar to /mnt/windows/bar.foo then it will stop the write and disallow permission unless you have ntfs write support enabled in the kernal (assumed dangerous to data) or you load a module to allow write (also dangerous).

However if you are copying to outside of the mount point, say /home/user/ then you should be able to copy.
You wont be able to move however, as that assumes ability to delete, aka write permission for the ntfs drive.

Copy the data instead and erase the file later in windows or setup a special fat32 transfer partition / drive.