Right-click start, properties, Start Menu tab, customize, advanced tab, check "enable
dragging and dropping."

if that doesn't work or is already checked, if you happen to have a Dell uninstall the Dell Media Experience from Add/Remove Programs.

See the following applys:

Actions such as search and drag and drop do not work because the default access permissions have been changed in the Dcomcnfg.exe tool
http://support.microsoft.com/kb/274696/en-us