I've know for years you could drag an icon or other draggable item to a taskbar button for a running app and wait a few seconds till that window pops up so you can drop in the window.
What I didn't know is (at least as of w2k) you can also drag an icon to an empty part of the task bar and wait a few seconds. All of your windows will minimize and you can drop the icon wherever you want on the desktop.