Some clarifications needed:
1 internet explorer
2 reportnet servers
Depending in which Reportnet server you are using Query Studio you can not drag and drop.
Then it can not be related to the Internet Explorer settings, unless the servers are not in the same domain ( Internet, Intranet , local securities).
If you have several Internet Explorer , then I will check the Microsoft update , I remenber that a IE security patch was disabling the drag and drop in PPES some time ago.