I guess I was just being a little impatient with the click and drag business. That "wait a second" is what got me. (I want it to move NOW, doggone it!
So the metro apps: Dragging them to the toolbar creates a link with permission issues (even with "run as administrator" checked). If I create a shortcut on the desktop and drag it to the toolbar it can't copy the data from the shortcut. If I have it create a link to the link, it works. So I guess the workaround is to create a bunch of links to the desktop and move them to some other folder and then drag them to the toolbar and have it create links to the links. Not ideal, but it seems to work. If anyone knows a better way, let me know!