There is no such rule in English grammar, and that sentence is indeed grammatically correct. A participle acting as an adjectival phrase modifies the noun immediately preceding or following it (in this case "me") exactly like a regular adjective, even if that noun is the object of another verb. Perhaps some confusion arises from the fact that the noun phrase "me kicking and screaming" is split by the phrasal verb "pull back"; the sentence could also be phrased, "They'll have to pull me kicking and screaming back", but nobody actually talks like that.
What I meant is this:
http://books.google.de/books?id=r0TI_5nfMboC&pg=PA190&lpg=PA190&dq=participles+%22same+subject%22&source=bl&ots=C-S6FRaZK5&sig=YvjdL8XyIcuR91PeYIrwG2KsuuA&hl=de&sa=X&ei=TCXtUuzfOaar7Abur4HYDQ&ved=0CFQQ6AEwBQ#v=onepage&q=participles%20%22same%20subject%22&f=falseThere is a difference between the following sentences because the subject is different, isn't it?
I talked to my mum wearing a T-Shirt (it's me who's wearing the T-Shirt, not my mum)
and
Wearing a T-Shirt, my mum talked to me.
Edit: I guess it must have something to do with the function of the participle: If it's a replaced relative clause, it works. If it's a replaced temporal clause (while...), it doesn't ?!