КД>COleDataSource ds;
КД>ds.CacheGlobalData( CF_HDROP, hMem );
КД>ds.DoDragDrop( DROPEFFECT_COPY );
КД>ds.Empty(); // <----- Помогло, вроде.
КД>

COleDataSource::~COleDataSource()
{
    // clear clipboard source if this object was on the clipboard
    _AFX_OLE_STATE* pOleState = _afxOleState;
    if (this == pOleState->m_pClipboardSource)
        pOleState->m_pClipboardSource = NULL;

    // free the clipboard data cache
    Empty();
}

void COleDataSource::Empty()
{
    if (m_pDataCache != NULL)
    {
        ASSERT(m_nMaxSize != 0);
        ASSERT(m_nSize != 0);

        // release all of the STGMEDIUMs and FORMATETCs
        for (UINT nIndex = 0; nIndex < m_nSize; nIndex++)
        {
            CoTaskMemFree(m_pDataCache[nIndex].m_formatEtc.ptd);
            ::ReleaseStgMedium(&m_pDataCache[nIndex].m_stgMedium);
        }

        // delete the cache
        delete[] m_pDataCache;
        m_pDataCache = NULL;
        m_nMaxSize = 0;
        m_nSize = 0;
    }
    ASSERT(m_pDataCache == NULL);
    ASSERT(m_nMaxSize == 0);
    ASSERT(m_nSize == 0);
}