Drag-Drop URL onto Desktop - goes to other monitor

Under SL, when I had Safari open on my 2nd monitor and I dragged a site's 'icon' (to the left of the URL in the address area) onto the Desktop, the URL/shortcut file stayed on the Desktop where I dropped it.

Now, under ML when I drag onto some place on the **2nd** monitor (where the Safari window is) the file of for the URL appears somewhere (apparently random) on the **main** desktop. Is there a way (other than dropping it into a FOLDER on the desktop) to get the dropped URL to stay where I put it?