The default behaviour on Mac OS when you move files from your machine to an external device is to copy these files. How can I modify this behavior so it moves the files, rather then making copies?
You can move a file rather than copying to another volume (network, external drive, etc.) by simply holding the ⌘ Command key down while dragging the file.
If you are on the samve volume (EG you want to copy to another folder) hold down the ⌥ Option key will dragging and that will copy a file from any location to any other location on the same volume.