How to stop finder copying files to a second hard disk
As far as I am concerned, there is no way to change the default behaviour.

Keyboard
Make your selection in Finder and hit CMD+C.
Open the target folder and hit CMD+Alt+V and Finder will move the files to your desired location.

Mouse
Hold CMD while you drop your selection to the target folder. Mac OSX will then move the files instead of copying.


Personally, I prefer using the keyboard when moving around large selections.