For example, you have a text editor on the left half of the screen, and windows explorer on the right half. In the text editor, you invoke "Save As", and you see in Windows Explorer the very folder you want to save in.
I've tried dragging the folder to different areas of the Save As dialog, but it won't change the current path in the dialog.
My workaround, that requires a few more steps, is that I copy and paste the path from the Windows Explorer address bar to the "File name" field. I would prefer to just drag the folder to the File name field.