>It's described in details in BOL Moving User Databases

Thanks for the reference

When I executed the command for 16 files to be moved last night, I got confirmed that the change was done and would be in effect on the restart. That, of course, assumes that I stop the server, move the files and restart the server. As this was a big copy, I let it run overnight. Then, I started the server this morning. I verified on the disk and was able to see that 16 files were moved at the proper location. So, I tried to removed the old ones. For some it didn't work as a lock was still on them. So, I went into SSMS and into the database properties. I was surprise to see that some of them are still pointing to the old directory. I just do not know how to resolve that issue now.