Victor, yep I've noticed this too, and have e-mailed Rodney Kinney about it so he knows as well. I assume you're using OS X too, not sure if it happens in OS 9.x.
I've found that if you drag a counter from the counter window to the map window, release the mouse button then immediately click on the same hex in the map window, the counter you want will usually appear. Inconvenient, but at least it allows play of the game on VASL. I've also started keeping a "pile" of info counters on the edge of the playing area to have immediate access to, sort of like in non-virtual ASL. Just drag one (eg) Prep Fire counter out, then clone it a bunch of times.
VASL 4 sure looks magnificent with the aqua interface though.