Cannot Command-Drag items off the menu bar in OSX 10.6.8

My menu bar on my Mac is too cluttered. I understand that I can simply command-drag the items off the bar and they'll disappear in a puff of smoke. But it doesn't work on my computer. How come? The operating system is OSX 10.6.8.

Can anyone help?

Two things:

1. I think Apple has largely disable that ability. It certainly doesn't work for me.
2. The *correct* way to de-clutter the menubar is to select the services you don't need and disable them in system preferences or by quitting the associated apps.

System Preferences - Users - Login Items

Remove everything there you don't want loading at startup by highlighting and then clicking the - button for each item.