When I try to drag a file from the remote server pane to either the local machine pane or an external Explorer window, if the destination directory is protected by UAC (e.g. a folder in Program Files), the operation fails with a message, "A call to an OS function failed," or occasionally "System Error. Code: 5.\nAccess is denied."
In the case of the first error message, no file is created. With the latter, a .filepart file is created (with the same file size as the file I tried to copy, though I haven't checked if it really contains all the data of the source file).
If I run WinSCP in UAC-elevated mode, the file transfers just fine.