Dragging to the main window and to the executable works, as well as making a new sound.
You should also try to get the 'New Sound' window and the FX window to stay INSIDE the main window (the New Sound and FX windows can get lost by changing focus to the main).
You should also try to get the 'New Sound' window and the FX window to stay INSIDE the main window (the New Sound and FX windows can get lost by changing focus to the main).