Can I implement drag-n-drop of folders into my app pinned on a taskbar?

I'm not sure if this is a bug in Windows or if it is done by design. Say, I have my C++/MFC app that I pinned to a taskbar. If I Shift-drag a file onto it, the app is called with that file in a command line parameter (like I would expect.) But if I Shift-drag a folder, the mouse shows that I can drop that folder onto my pinned app by displaying "Open with" prompt but if I drop it nothing happens. Do I need to do something special in my app to make it accept Shift-dragged folders while pinned onto a taskbar?