You can do this in the DragDrop event handler of your control:

[C#]

using System.IO;

try 
{ 
  // Use e.Data.GetData("UniformResourceLocator") to get the URL 
  byte[] contents = new Byte[ 512 ]; 
  Stream ioStream= (Stream) e.Data.GetData( "FileGroupDescriptor" ); 
  ioStream.Read( contents, 0, 512 ); 
  ioStream.Close();

  StringBuilder sb = new StringBuilder(); 
  // The magic number 76 is the size of that part of the 
  // FILEGROUPDESCRIPTOR structure before the filename starts
  for ( int i = 76; contents[ i ] != 0; ++i ) 
    sb.Append( (char) contents[ i ] ); 

  if ( !sb.ToString( sb.Length-4, 4 ).Equals( ".url" ) ) 
    throw new Exception("filename does not end in '.url'"); 

  filename = sb.ToString( 0, sb.Length-4 ); 
} 
catch ( Exception ex ) 
{ 
  MessageBox.Show( ex.ToString() ); 
}

Andy Fish and Brian