All beams are a superposition of plane waves, which carry linear momentum in the direction of propagation with no net azimuthal component. However, plane waves incident on a hologram can produce a vortex beam carrying orbital angular momentum that seems to require an azimuthal linear momentum, which presents a paradox. We resolve this by showing that the azimuthal momentum is not a true linear momentum but the azimuthal momentum density is a true component of the linear momentum density.