I'd explain but we don't seem to be able to post images so I doubt I'm articulate enough to explain without a screenshot or two. Still, here goes. I've got the Control Panel open in front of me and when I drag it over to where my dock is it doesn't attach to it. Usually, if I'm trying to attach a particular folder to the dock this method works i.e. open the folder so it's on display then drag it over to the dock where it will attach itself. Thanks for sticking with me btw.
Need to know more..
1) What OS you are running? Win 7, 8.1 or 10?
2) If its Win 8.1 or 10, do you have Start8 or Start10 install?
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