First, please make sure you are using both the 32-bit version of Outlook and TheBrain OR the 64-bit version of Outlook and TheBrain. Both applications need to be the same bit-version or drag and drop will not work. If they are both the same and the issue still exists, this usually indicates a problem with your redemption.dll, usually caused when Outlook is still running during the installation of TheBrain. This can, typically, be resolved via re-installation of TheBrain while Outlook is completely closed. If you have already tried that and it still isn't working, you can manually add the redemption.dll within Outlook. To do this:
(From Outlook) go to (File > Options > Add ins > Manage COM Add-ins > Go... > Add > ...) and select the redemption.dll file that (for most installs) resides in (C:\Program Files (x86)\TheBrain\bin)
Regarding Outlook in TheBrain 9 - unfortunately, Microsoft has made supporting drag and drop from Outlook quite difficult and has changed the APIs required to make it work several times. This is not a trivial feature to implement. However, there is a good workaround. Simply open a folder for the Thought where you want to attach the message then drag and drop to that folder.
-Right-click the Thought
-Open Thought Folder
-Drag the email into the folder
Alternatively you can drag and drop to your desktop and then drag from there to TheBrain.
More direct support for drag and drop from recent versions of Outlook is something we are planning for a future release of TheBrain.