Recently I have moved some of my Iconomi to myetherwallet and I wanted to move to an exchange but unable to do it.
Yes, this is not XBOX Live.
You have to be aware that ICN are Tokens that can be moved on the Ethereum Blockchain. The cost are minimal, but its unavoidable that you need some "Gas" (Tiny fractions of ETH) to power the transaction, its part of the Transaction process. But its super easy to handle when you get used to it. just put a tiny bit of ETH in the same adress you want to send your ICN from and it works.
Think of it, like you have to plug in your XBOX to the socket to power it with electricity...without it it would not work!
You "pay" for "gas" to get the network confirm your transaction. It's a small fee for the work they do.