One more tidbit: In the "When I do this", I find it useful to omit stuff that isn't interesting. Does the thing fail if I do something immediately? Or does it only occur if the application has been dormant for a few minutes? Does it only occur using the mouse, or can I use the keyboard?
Get a good set of steps for reproducing the problem, but wander a little off those steps to see what is actually necessary. I've been surprised more than once when something that I thought was incredibly complex only required a few steps. And also been surprised when a complex repro was actually complex (e.g., if I drag quickly it works, but if I drag slowly it doesn't? what?).
1. When I do this
2. Here is what I expect to happen
3. But instead, this happens