Actually the ability to drag picture links, files etc. from IE to Net Vampire is because of the "internet integration" in Windows (works similar to dragging URLs onto the desktop). Thusly, no go with K-Meleon unfortunately.
This is a Windows only implementation of Gecko, so why not any Windows integration? Netscape 4.x does it in Windows. Both Netscape 4.x and the Konquor Browser for KDE have this ability in Linux. I am sure others do it. It is just a thing that browsers do.
This isn't something the KM developers need to spend time on now. There are plenty of more important things. Like a bug free 0.7 release!