After switching from Camino to Safari (temporarily; I'm still not really convinced that Safari is really "the better browser"), I was quite annoyed by the fact that you're unable to directly move a bookmark from the Bookmarks Bar into one of the folders on the Bookmarks Bar. When you drag an item, you can only reorder it.
Finally I discovered the following trick: If you first drag the bookmark off the Bookmarks Bar area (by dragging down first, instead of horizontally -- but keep dragging; if you release the mouse after dragging down, your dragged bookmark will vanish in a poof), and then drag it back onto the Bookmarks Bar, you're able to move it into a folder. I don't know, whether this is a bug or done on purpose, but at least it works.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20080325032541382