I'm assuming that you're referring to the taskbar, which is normally at the foot of your screen. (If it's a different bar, please tell us exactly what you're referring to, and in which program).
Right-click on it. If there's a tick alongside 'Lock the Taskbar', click to remove it. Then (holding the left-hand mouse key down) drag the taskbar to where you want it to be. (It's can be a bit fiddly. Don't be surprised if it takes seceral attempts). Finish by right-clicking and locking the taskbar in its new location.
Chris