On demand, now as an answer...
When using MySQL Query Browser or phpMyAdmin, it appears that a new connection is opened for each query (bugs.mysql.com/bug.php?id=8280), making it neccessary to write all the drop statements in one query, eg.
SET FOREIGN_KEY_CHECKS=0;
DROP TABLE my_first_table_to_drop;
DROP TABLE my_second_table_to_drop;
SET FOREIGN_KEY_CHECKS=1;
Where the SET FOREIGN_KEY_CHECKS=1
serves as an extra security measure...