I only found this by chance, Yes it does work i just tried it again.
1. open a new file in Photoshop cs5
2. Open Bridge and drag it over onto the photoshop page ,2 screens tick the grey box
3. highlight 3 elements in Bridge drag the 3 items onto the layout and one will appear, tick the grey box again and another will appear they also become smart objects.
as i said i dont know if this is only in CS5 good luck
Yes, Maggie, you're apparently using MiniBridge, which is only available in CS5. Since I have CS4, I can't use it (boohoo).