Yea not sure how the dual wielding works either. I took ranger as well and early on I was not able to dual wield. Then later on (maybe level 15 or so not sure) I decided to give equipping another weapon in my off hand a try and it worked.
Might be a level requirement or something.
There is also a dual wielding skill in the skills tree on the far right hand side. I just recently at level 22 raised mine up to 2, it reduces the off hand weapon penalty.
You start out with 1 in all those skills on the right if you trained with all the trainers at the beginning, that's what I did. If you did not I think you'll need to raise that to 1 to get dual weapon capabilities. Not sure on that though but it makes sense.
Also when trying to drag the weapon in the slot make sure your mouse pointer is centered over the slot.
I've found it is a little touchy in equipping in that if your not exact it will not let you equip.
Had that trouble with a few things, make sure your right in the darkened area when releasing it.
Oh and once you do get 2 weapons equipped try switching them around to each hand and look at your damage stats each way. One way usually gives far better damage over the other because of the off-hand dual wielding penalty.
I was getting slaughtered and switched my weapons around and the difference was night and day because I had my high powered fully enchanted weapon in my off hand and it was getting a 70% I believe it was at the time penalty. So it was only 30% of it's full power.
Raising that dual weapon expertise skill reduces that penalty.