Also, drag and drop behavior varies according to which versions of OSX, LR you're running, I believe.
Drag and drop currently works for me in Mountain Lion 10.8.4 and LR4 but with a pause.
Drag thumbnails from PM to LR icon in dock
Wait a moment until the dock icon flashes and LR pops up. (Keep holding your click as you drag to the LR window)
Keep waiting til the LR window gets selected. You should then see the green + sign with your dragged images.
Then you can let go.
The LR import dialog will come up with the source folder that you were working with, but only the images you've dragged will have the checkmark.
If you don't want the images moved out of the source folder, make sure you've chosen "Add" up top.
Hope that helps
-Mick