When I first heard of this exploit it did not seem to be a major threat. Now, a second researcher has "discovered" it and published the details on BugTraq increasing the chances that some low-life will try it.
If you use IE 6, and a web site asks you to drag something from one place to another on the site, the site can copy a file from your system.
I can think of no reason why a web designer would ask the user to drag and drop, so don't.
