Problem moving posts to new categories.

I imported other blogs I’ve had into this new blog and everything dumped into the Uncategorized category as they should. I’m trying to move posts using the Bulk Actions option. Uncategorized isn’t checked in the categories box. When I click on whatever category I want them to be in, I then save and exit out of that. When I go to search for one of the posts I just moved, I find that the post has changed, but it shows that it’s still in the Uncategorized category as well.
How in the world do I fix this? I can’t find anything.