+1 on the first aid and CPR class

Back to the original question: Yes, there are times when you must move a person despite his/her injuries.
- Imminent danger such as oncoming traffic that cannot be safely stopped or diverted (sounds like this was not the case here), lying on burning hot pavement, etc.
- Repositioning to allow for treatment of other life threatening conditions such as airway/breathing problems, control of severe bleeding, or to perform CPR.

Learning how to make these decisions and perform the moves with the least risk to the patient should be covered in any good first aid class. Sometimes the hardest part is convincing other well-meaning bystanders or even the patient him/herself that not moving is the best option.