Actually it's...
F11>
Settings>
File>
Click Blank Folder>
Computer>
C Drive>
Program Files(x86)>
Image Line>
FL Studio 10>
Data>
Patches
*at this point you have a option*
1. Click 'Make New Folder' to create a New Folder for whatever you're adding, name the folder, open it, then drag & drop
OR
2. You can choose an existing folder to add whatever you want, then drag and drop.
Hit OK
The good thing about going this route is it will save your path so the next time you want to add something you hit F11>Settings>File and click on the file path you created and go directly to Patches. **Be sure to click OK with the Patches folder high lighted if you want the option to choose any folder when you return...else it will return to whatever folder you're in when you press OK.