Alistair, dragging from bridge, you mean, or from windows explorer, or internet explorer?
MLS (Multiple Layers Selection) is extremely addictive, I was trying to CTRL+click several layers the other day, in V7...
I'm pretty positive that the indexing service is the cause of the original problem, just turn it on for that peculiar folder:
http://www.adobeforums.com/cgi-bin/webx/.1de7d8e6 http://www.retouchpro.com/forums/showthread.php?t=13045