Try this. Click Start, move the cursor to the All Programs and right click, click Explore. The desktop and Start programs should be available. Try D&D from there.
I accidentally removed a program from the All Programs list under my Start Menu and placed it as a shortcut on my Desktop. How can I move it back to the All Programs list? I've tried dragging and dropping but it doesn't work. I'm using Windows XP Pro SP2. Thanks for your help!