Moving bones is probably the most frustrating issue faced by Anim8ors (room for improvement Steve?). The idea is that different mouse buttons move the bones in different axes. If you have a three button mouse, holding down each button in turn and moving the mouse moves the bones in each axis. With a two button mouse the third axis can be moved by holding ALT with the right mouse button. I find this works best when working in Front view. You should also be able to free up individual bones to full motion by double clicking the bone and deselecting the limits check boxes in the bone properties box.