You need to enable the "Enable Dragging and Dropping" Option in your start
menu properties. Follow these steps:
Classic Start Menu:
Right-click Taskbar, Properties, click Start Menu tab, choose Customize
Enable the option "Enable Dragging and Dropping."
For New Start Menu:
Right-click Taskbar, Properties, click Start Menu tab, choose Customize
Click "Advanced" tab and enable the option "Enable Dragging and Dropping."