Go to settings
If needed, click on the blue button that say "view all selected threads"
Click on the box next to the thread(s) you want to move
Scroll down the page and click on the blue "selected threads" button
Make sure that the little circle next to move is filled in. Click "go"
Click on the drop down box and choose the folder (in this case, bookmarks) to which you want to move the threads
Click on the move button
Go down to the bottom of the page and save your changes,