Every time I try to drag a link from my browser onto my desktop I get
a question box that asks: "Do you want to move or copy files from
this zone?".  How can I stop getting this question box each time I
drag files onto my desktop?  Also, everytime I click on a pdf file
link in ie a page with a small red 'x' at the upper left hand corner
appears and the pdf file does not show.  How can I fix this?

Regarding your first question, I'm not sure what could be done.  I
tried fiddling with settings on my browser, but the prompt always
comes up.  If its a problem for you then I suggest downloading Mozilla
Firefox, which is another internet browser, and when dragging a link
on the desktop you won't get prompted with a question box.
The problem with PDF's is explained under the following link:
http://www.adobe.com/support/techdocs/325875.html
Hope this helps.

if u got o add/remove programs, click up @ the top where is says "show
updates" and find the one that says Hot Fix KB889293. Remove it and it
will stop giving you that alert.

I am trying to copy links, pictures etc from my browser to the
desktop.  RE your suggestion on the hot fix,  I am running servicepack
2.  I looked in the add/remove programs and did not see any hotfix
items.  Have them moved them in servicepack 2?  I use to see tons of
them in service pack I.  thanks