I always found this annoying, up until today. If you are running a process in a DOS box (like a server), clicking and dragging (to select text) will immediately pause the process. This caused trouble for me once years ago when I accidentally did this and couldn't work out why the server wasn't responding. Today I actually found a use for it.
I needed to debug an error in my Java web application that was happening during the application initialisation. Using Eclipse, I attach a remote debugger to the server, but the timing was hard, because the exception happens so quickly after I start the server. So, my solution: run the server from a DOS box and as quickly as I can after running the start command, click and drag on the DOS box.. then I can run the debugger and attach it before the exception occurs!