Mac OS X is generally easier to use than other operating systems, but it does have its hidden little secrets that you cannot find accidentally. One of those features is proxy icons. In any Mac OS X application (including Finder), you can access the icon for the file you under edit by clicking on the icon in the title bar. Now, you can drag the icon somewhere else to move it to a new location.
The other handy thing you can do it [APPLE]-click on the title bar icon, which shows you where the file lives in the directory structure, as shown here:
Very hidden, but also very useful: no more guessing where a particular file lives or where you are in the directory structure.