A bit confused by your question--you ask "how to point visitors from http://www.mysite.com to http://www.mysite.com/wordpress?" but then you say "Whenever i try to move index.php and .htaccess from /wordpress to /".
So assuming you have WordPress installed in a sub-folder of web-root called wordpress, to make WordPress available at http://mydomain.com in Settings->General, change the Blog address (URL) to http://mydomain.com and put this index.php file in your web-root folder (it is the same folder that contains the wordpress folder)
<?php
/* Short and sweet */
define('WP_USE_THEMES', true);
require('./wordpress/wp-blog-header.php');
?>
Then update your permalinks by visiting Administration > Settings > Permalinks and clicking on Save Changes.