Dragging files with the right-side mouse button displays context menu

When I work on a Windows box, I can move files around with the second mouse button and when I release the button, it pops up a context menu with copy, move, or create shortcut options on it.

This is great when working with partitions. Is there a hack to do this on OSX?

Finder dosen't even seem to give me the option to move ANY file. I always have to copy and then delete the original.