How can i drag an item (list item) from its list and drop it outside the window and still handle the event?

Example: If i have a list controls which contains a list of filenames, then i drag 1 list item outside the main window and drop it, a message box is displayed which displays the filename.

I am planning to develop similar application which performs additional processes when an item is draged(and droped) outside the main window.

Please help.