Thanks, I figured out how to move each individual Item. I had to create a new module in the Course and new lesson in that module and then move each exercise over.
I did however lose one because a "Lesson" is counted as an "Item" and when I tried moving the whole lesson to another module, it did something weird and the first exercise in the lesson disappeared. Granted I copied all my code to Notepad++ before I messed around with it, so I didn't lose anything and just re-made the exercise. So I'm good.