Hi Diane,
I am using Fetch too so I think I can help you.
Choose from the Directories-meny Create New Directory-command, after that 
you have to name your new directory. When using Fetch the move operation 
is quit easy: you just drag the files with the mouse in the Fetch-window 
onto the directory and it will drop in. From the Directories-meny you can 
also chance your currently working directory by giving the name. Notice 
that when you are using Mac you can always copy and paste text between 
any open window, so you do not always have to write the text. From the 
Remote-meny you can rename, delete and what is important, you can view 
the files you want. I hope this will be helping you. :)
-Raino Ranta