Version:           unknown (using KDE 3.1.0)
Installed from:    SuSE
Compiler:          gcc version 3.2
OS:          Linux (i686) release 2.4.21-pre5

In the old days (until KDE 3.0 if I remember correctly), it was possible to singleclick once on the small arrow button on the left hand side of a window's titlebar to open its windowmanager window (Move, Size, Minimize,...), and the menu would stay there until you made a selection (no need to hold down the mouse button all the time), which was handy, especially when opening submenus (such as "To Desktop"). However, since KDE 3.1 this no longer works as expected: as soon as you actually move the mouse from the arrow button into  the menu, the menu disappears (in most cases. Oddly enough, occasionnally it still works). So now you must actually drag into the menu (i.e. not release the mouse button). However, actually even dragging does not work reliably. About 70% of the time the menu dissappears even when holding on to the left button... I get the impression that it only works when moving the mouse veeerrrryyy sloooowly from the button down into the menu...
The only practical way that the windowmanager menu in the titlebar is still usable is to just click the button to open it, but then use the keyboard (cursor keys, or shortcuts) to navigate through it. 

N.B. The menus within the windows (KDE's bookmarks, KDE's menubar, etc), the right-click menus of the desktop icons, and the kicker menus (K and custom menus) don't have this issue.