I just happened upon the right combination, or at least a combination that works.

I allowed entry access right "Modify Contents", and denied feature rights "Move Entry" and "Delete".   This means the user can drag and drop pages to the desktop, but not into other documents or to new documents.

The reason that granting all rights did not appear to work is because the user had not logged out and back in.  It seems you need to do this in some cases when rights are changed, but not in others.

Justin -- to answer your question, yes --the File>Export>Pages option was available to the user, but they didn't want that; they wanted drag and drop.