This has been bugging me for a while, and I can't find any preference settings that are affecting it, but:
On one install of Ubuntu/Gnome I've been able to drag applications in the bottom panel across to one of the virtual desktops and it would move there.
However, with the install I'm using on a different computer, it is refusing to do this, and all I can do is right-click and select the desktop.
This has happened on a number of versions of Gnome (from 9.04 through to 10.10) with one computer having this function, and the other computer not. I've also done a couple of complete rebuilds - so it doesn't appear to be a preference/option being stuck somewhere.
Anyone have any clue how to get this functionality enabled?