The Move method is only going to work when moving a row within the Rows collection it is already in. You can't move a row from one rows collection to another without modifying the data.
The sample in this KB article is doing this:
ultraGrid1.Rows.Move(aRow, dropIndex);
It's assuming that the row is in the grid's main rows collection. So if you want to move a row within a child collection, what you could do it get the first selected row (grid.Selected.Rows[0]) or maybe the ugrOver row and use it's ParentRowCollection instead of using ultraGrid1.Rows.