First, please make sure you are using both the 32-bit version of Outlook and TheBrain OR the 64-bit version of Outlook and TheBrain. Both applications need to be the same bit-version or drag and drop will not work. If you have checked this and are still having trouble, this usually indicates a problem with your redemption.dll, usually caused when Outlook is still running during the installation of TheBrain. This can, typically, be resolved via re-installation of TheBrain while Outlook is completely closed. If you have already tried that and it still isn't working, you can manually add the redemption.dll within Outlook. To do this:
(From Outlook) go to (File > Options > Add ins > Manage COM Add-ins > Go... > Add > ...) and select the redemption.dll file that (for most installs) resides in (C:\Program Files (x86)\TheBrain\bin)
Everything should work after this.