In the first sentence you use 'have' because 'plan' is a NOUN. It's the same as saying 'I have an idea' or 'I have a project.'
In the second sentence, 'plan' is a VERB. It is the same as saying 'I want to move' or 'I intend to move'.
The word 'plan' looks the same in your two sentences, but grammatically they are different. This is sometimes a problem with the English language - you can't always see what the grammatical function of the word is.
I hope that's clear.