Yes they do exist, Sun calls them "drag and drop" questions... you should be able to find several discussions of them in this forum. The basic idea is that you will have a "pool" of magnets on a screen, and you must drag them to the appropriate targets on the screen. The SCBCD, SCWCD, SCMAD, and SCJWCD exams all have them, and the new SCJP Tiger will have them too. Watch out too! There is a bug in the system, so that if you go back to review a drag and drop question you might find that your answer is erased... for now, the best bet is to write down your drag and drop solutions before reviewing them.
Spot false dilemmas now, ask me how!
(If you're not on the edge, you're taking up too much room.)