If you can get them to move around in the current screen, pull the icon all the way to the edge of the screen in the direction you want to go. The phone should scroll to the next screen.
I have noticed that it is a bit harder to switch screen pages when moving icons on my Tbolt then it was on my Eris. The Eris had a trackball to help with the transition to a different screen.
Thx your post gave me confidence that it was possible to move the widgets to a different screen. The widget will not move onto a home screen that has one of those big dialog boxes eg Feeds and Updates, the screen with the 4 rectangle dialog boxes and the Buddies now. SO it is possible to rearrange the home screens so that the blocking screens do not have a screen with 1 lonely widget bracketed and trapped. Was able then to hold down and slide it across the border like going across borders in Europe with an EU passport.
BTW will see if I can get a widget to pass thru the defending screens.
I used to try to move them between screens. I found that deleting the widget from 1 screen and then adding it to another usually is much easier.
Ann154 is correct. You can move icons to another screen by pressing and holding on the desired icon and moving it to the edge of the corresponding screen and releasing on the area preferred. If you are unable to get it that way Ray999 gave another great option. You can go to the desired screen and press the application button that takes you to all of your apps and press and hold on the preferred app and apply it to that screen. At that point you can go back to the other screen and delete the icon where you no longer want it. What ever works for you. I hope one of the options assist you.