If moving to the same partition, Explorer will indeed keep both created and modified dates; however, when copying or moving to a different partition/physical disk, the creation date will be updated, I reckon it's because the files/folders are actually being rewritten, whereas when moving within the same partition they stay in the same clusters.
What I wanted was an app that could force the creation dates to stay the same regardless of where to I copy/move the files/folders.
EDIT: Actually, when MOVING between partitions, only the folders' creation date is updated, not the files'.