If you are doing this in a Model window, you need to select a bone that is associated with the CPs you want to move. Once the bone is selected, hit the Translate Mode, or Rotate Mode manipulators. Then hold down the [Ctrl] key while using the manipulator to translate or rotate the bone. As long as the [Ctrl] key is held down, the CPs will move with the bone.
If you just want to reposition a bone after you move some CPs around. Just grab the bone and drag it wherever you want. Once you get the hang of moving bones around, you will kick yourself for thinking it was difficult once.