I'm not sure that I fully understand your question. I think what you are trying to do is move files that you downloaded from internal storage to the SD card, and I suspect the error is more like "this file cannot be moved." Is that it, or am I way off? I'm not sure which version of Android your phone is running but in Android 4.4 KitKat the ability to move apps to the SD card was removed. It was at least partially restored in later versions of Android, but it you have 4.4 you can't do it unless you root your phone.