Not sure if it is possible to move a reply. Not that I know of anyway.
Why not just delete it and get the member to post the reply in the correct thread? Alternatively, I think there is an addon that lets you post as any member. You could probably post as the member, then delete the reply?
Dynamic, Brogan. Thanks for your replies. I'll have to go and get the addon. I can see it might be useful in the future. Merging the threads didn't work for me (almost certainly because I don't know what I am doing). Once merged I needed to remove the original post as the merge didn't add itself to the bottom of the post that I wanted to move her reply to. So the only option was to delete the lot, which defeated the object.
That's useful to know. I should have prevented them from replying to my sticky post in the first place. I'll have to see if I can prevent it once I've managed to move the reply.
Update - that was a disaster. Somehow the merge I did has deleted the entire thread. I have no idea what I did to make that happen.
Have now installed the login as user addon. It is brilliant. Here is the link to it : http://xenforo.com/community/resources/login-as-user-by-waindigo.1131/