Loops, drag and drop only works with the desktop

Hi there:)
I'm often working with loops and it's very easy and fast to work with the Mediabrowser in Sonar!! So far  so good:)
If I have a loop dragged to a track in Sonar and I drag it back to Media Browser in another location the loop is no longer a loop, just a normal wave!
If I drag that loop to the desktop or any other Directory in windows the clip stays beeing a loop, why??
 
I've made a link to my Loop DIR on the desktop, and when I drag Groove Clips to this directory I can drag them from the Media Broser in Sonar and they are loops again, but not if I put them directly in sonar into the Media Browser!!!
 
Much better and faster to work with the Media Browser in Sonar, but with loops it doesn't work:(
Can anybody help me with that issue??
 
Thanks a lot;)
Baseman.