Not sure if the OP will see this but for anyone else who ends up here via Searching...
You should be able to drag and drop items between email messages in Outlook; it may be that a couple of Windows files haven't registered properly and so you can't. To try this fix:
Close Outlook, click 'Start' then click 'Run' and paste the following two lines (one line at a time, hitting ENTER after each one) into the run box.
Regsvr32 /i ole32.dll
Regsvr32 /i shell32.dll
(If you see an 'invalid entry point' message (or similar) after the first don't worry- it should still work!)
Open Outlook and see if you can drag and drop / copy and paste attachments.