[curt.clifton]

Click and begin the drag like normal. Then hold down the control key. A little loopy arrow will be added to the cursor signifying that you're creating a link.

This is a common Mac OS drag technique. Different modifiers change the "drop" in different ways. For example, option typically means "create a copy". You can use this in most text editing applications. Select some text. Click and hold on it for a half second to begin a drag. Drag a bit, then hold down the option key before releasing. A copy of the dragged text will be created when you release the mouse button.