I just dragged 4 .wav files from the windows explorer right in to sonar x3 without a hitch.
works perfect, I would look in to what kind of files these are.
and is it that hard to diret your browser to the dektop to drag the files in ?
I would try that first to see if there is a problem with the files first.
possibly an issue with drag/drop with 24 bit/48 files.