Mac & Windows are slightly different in this regard, AFAIR. On Mac floating palettes can snap together, but in Windows they need to be docked to snap together.
That said, you will be able to dock your favorites palette under the navigator palette. Keep your eye on the 4-arrow cursor (rather than the whole palette) when you drag it. Once it gets within 8 or so pixels of a possible docking location, a bold outline will appear at which point it will dock.
Cheers,
Link.