I was just playing around with this yesterday myself! I did not know you could tap the dots, thought they were just there like page numbers.

I succeeded (some of the time) in dragging an icon from one screen to the next by pushing it to the edge of the screen.

My big discovery (Ermine) is that if you hold the stylus over the X you get a popup view of all your desktops, much like you get in Windows 7 now. The popups stay until you tap. Nifty!