Best move it in Win Explorer / Mac Finder then - after the move - double-click it to open Lr.
BTW: You can have your catalog, i.e. the lrcat-file on an internal drive and you rphotos on an external drive. Catalog and photos do not have to be on the same drive.
PS: It would be helpful if you could quote the exact wording of the error message you get. Or post is as a screen shot.
Message was edited by: web-weaver - PS added