To add an icon to the Quick Launch toolbar, the icon must first reside on the Desktop. Click on the shortcut, drag it to the Quick Launch toolbar, and release the mouse. You may release the icon in between other icons, or at the end of the toolbar. If you see a circle with a bar in it, you have not positioned the icon in a spot where it can be placed on the toolbar. Move the icon until the circle disappears, and then release.
from your picture it appears that your are dragging from the start menu to the quick launch bar and according to above from
HERE that is not the correct way,