Question: Apparently I can't move files on different volumes using Directory.Move.

I have read that I have to copy each file individually to the destination, then delete the source directory.

Do I have any other option?

Answer: 
Regardless of whether or not Directory.Move (or any other function) performed the move between volumes, it would essentially be doing a copy and delete anyway underneath. So if you want a speed increase, that's not going to happen. I think the best solution would be to write your own reusable move function, which would get the volume label (C:,D:) from the to and from paths, and then either perform a move, or copy+delete when necessary.
An easier option would be, to add a reference to the `Microsoft.VisualBasic` namespace and use the `MoveDirectory` method, which can move across volumes.

```
Microsoft.VisualBasic.FileIO.FileSystem.MoveDirectory(sourceDirName, destDirName);

```