I've also had problems in the past redocking the Preview pane. I don't seem to have the knack of positioning the now free-floating item in 'just the right place' such that it 'sticks' again.
Until someone comes along with better help, this is not very scientific but it works for me:
- If it isn't already, close the Inspector pane (View - uncheck Inspector)
- Re-open the Inspector pane which (for me) docks the Inspector pane down the righthand side - which is where I want the Preview to be.
- Now drag the floating Preview pane and drop it on top of the Inspector pane. With luck both Preview and Inspector are now docked - one on top of the other - down the right.
- Close the Inspector pane again - or not if you want them both open.
Edit: Damn, not fast enough