As per user experience, right click on a closing icon of a window does not close the window. The same should be followed with a dragged applet.

STEPS :
1) Load an applet into the browser (plugun2 supported browser)
(TestApplet : http://sqindia.india.sun.com/disk17/deployment/subrata/adhoc/testcode/DnD/html/MyFocusEvent.html)
2) Drag the applet ( ALT+mouse click+drag )
3) Right click on the close icon in the corner

If the applet get closed, the bug is reproduced.

Tested with Java 6u10-b27 PIT build.