I've tested this with Thunar 0.5.0rc2 and rox filer 2.5. Whenever I drag an image to the filename box it gets url-encoded (at least spaces are with %20 and & are replaced with %26). This doesn't work and I have to manually change them back to the appropriate characters. I'm using the packages in Debian's testing (Lenny).
Please don't report bugs against old versions unless you've checked something more recent. This has been fixed for a while. *** This bug has been marked as a duplicate of bug 2942 ***