Hoo boy. Been a while since I've posted in here.
Anyway, I think I know what the problem here is.
I'm guessing that whatever unit you're trying to move is already next to an enemy unit, and you're trying to move into another space bordering that unit.
Every military unit exerts a zone of control over the squares next to it. It's supposed to keep your armies from simply bypassing theirs on the way to the target. There's a couple of ways around this:
1. Destroy the unit(s) that's exerting the ZoC.
2. Find an alternate path to the target that goes around the unit. (Keep in mind that this does not necessarily prevent the unit from shadowing your movements.)
3. Get sneaky. Units like Explorers, Diplomats, and Caravans ignore zones of control. Move one of those into the square you're trying to enter, then command the unit to Wait (W key), unless it's already used up all its movement points. Then you can move the other units in your stack into that same square. (Be careful not to stack too many units in a single square unless it's a city or a fortress -- the way stacking works in Civ2, if any defender loses the battle, all the units are wiped out in that square.)