Disabling drag and drop?

If you have Win2k AD domain you can set the following in Group Policy. If not you can set it on the local policy of the problem users.

1. Click Start, click Run, type mmc, and then
click OK.
2. On the Action menu, click Add/Remove Snap-ins.
3. Click Add, click Group Policy, click Add,
click Group Policy or Local Policy, and then
click Finish.
4. Click Close, and then click OK.
5. Expand User Configuration, and then expand
Windows Settings.
6. Under Windows Settings, expand Internet
Explorer Maintenance, and then click the
Security object.
7. In the right pane of Microsoft Management
Console (MMC), double-click Security Zones and
Content Ratings.
8. Under Security Zones, click to select the
Import the current security zones settings
check box, and then click the Modify Settings
button.
9. Under the Select a Web content zone to specify
its security settings section, click My
Computer, and then click Custom Level in the
Security level for this zone section.
10. Under the Miscellaneous section, under the
Drag-and-drop or copy and paste files option,
if the option is set to Enabled, change to
Disabled.

Taken from Q284995

Hope this helps.