Move only one matchstick to make a square.
Pick up one matchstick and look at the "safe" end. It's a square. (Generally)
Move any of the sticks however you like. Then pick up a pencil and draw a square.
Pick up a fifth matchstick and use it to light all sticks. If done on the right paper you now have a cross-shaped hole in the paper, creating four flaps. Fold back the flaps. The resulting hole is a square.