I found out recently that if you change the default ADMIN_URL path ('/admin') then the AJAX components drag and drop don't work.
Searching out I found the problem relativly easy.
Inside modules/jsadmin/dropdown.js the path '/admin' is hardcoded.
You cannot insert php in those .js files because the parser wont run it (it doesn't have the .php extension).
The other method is including_once the entire file instead of linking it through css.
That way you can have <? echo ADMIN_URL ?> in that place and the parser will replace it correclty.