Windows 7: Drag and Drop

An alumni of mine asks for help and I can't.

He has Win 7 Home Premium
IE8
Windows Live Mail 2009
He has Hotmail configured into WLM as a POP protocol account. Hotmail is his default account. He has no other account in WLM.

His problem :

He cannot do Drag&Drop.
He tried to drag an e-mail out of WLM and drop it to the desktop.... no go.
He tried to drag and drop an e-mail directly from WLM into Documents folder .... no go either.
In both cases he saw a black circle with a black line across ( like a stop sign in black ) when he started the drag and drop. He ignore it and proceeded to drop ..... nothing

Any suggestions ?

I can't remember where I saw it, but I had this in my notes so I'll post it for you in the hope it helps.

Launch IE8 or IE9, whichever you're using.

Navigate to Tools>Internet Options>Security Tab and uncheck Enable Protected Mode. Ignore the UAC warning then click Apply.

Thank you.
I have found the answer.
I remember seeing the Drag/Drop, Copy/Paste option in internet options. I couldn't find it. So I posted this question.

Your suggestion ( Security tab ) jolted my memory and I found the options.....( I was looking for them in Advanced tab.... wrong tab )

Security tab > Custom Level... > scroll down to Miscellaneous heading > under Drag and drop or copy and paste heading > dot Enable > OK

That should work for my alumni.

OK, that's great.

I'll update my notes, thanks for the feedback.