The technique is
Hold the Shift key FIRST, Then click and drag horizontal or vertical.
It works! Thanks very much. - Dave
Strange- Works both ways for me. (Windows-10 CC2015.7 )
Click / move cursor / Shift+Click.
Hold Shift / Click / move cursor / Click.
Yes, I'm accustomed to using 'Click / move cursor / Shift+Click'. And that's what was working for me after I heard from Bob S. But before I made my post it was being balky- hardly working at all. Something else was going on. Like having Caps Lock set to ON while using brushes in PS and wondering where the brush outline has vanished to. (I had to post to get that one figured out!)
Maybe I do have a gremlin. But it's working OK now. Thanks! - Dave