If you want to hotlink a weapon or item in chat, [shift-left click item] and drag to the chat box
You actually don't have to drag it. Just shift/left click.
Here's my tip of the day:
When moving items around in your inventory, drag to the lower right of the slot you want to put the item in. This is the best way to avoid the ridiculously small hotspots that cause you to redo a drag 4-5 times before it finally takes.