First of all, I have to note that if you want to prevent panels from been undocked from the site, you need to set DragContent property of the docking style to False, because otherwise the panel is undocked at the draggin start, and, so, there nothing to do later. This can be done by modifying one of the existing styles (XML files). In VS2005 style DragContent is set to False by default, so you can try this style first.
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