I guess you are using the Silverlight 3 Child Window.
"Windows" in Silverlight come up in popups and by default popups are not part of the main visual tree. Therefore the DragDrop does not know about them.
There is a property on the DragDrop option, called ParticipatingVisualRoots.
You can add the currently opened child windows there and they will participate in the DragDrop. I guess you can keep a static collection with all the opened windows and add it during DragInfo.
You can do this transparently by adding a DragInfo handler to the root visual of the application that will do this for every successful drag operation.
We will look into making this easier after the Q2 release. Currently we build the controls for the Silverlight 2, we will be adding Silverlight 3 specific features after this release.
On a side note, you can use the Telerik RadWindow which works out of the box with DragDrop.
the Telerik team