Here are a bunch of suggestions for handling lassos in different situations. Pick and choose as you like.
Obviously, you can't just let PCs succeed at lassoing enemies; there's a big difference between lassoing a willing ally and lassoing a monster that is avoiding it, so there's no need to use the same rules for both situations.
In Combat against Enemies
The danger here is that the lasso is an untested, potentially unbalanced way to grab monsters. Mitigating that somewhat is the fact that it does no damage on a hit.
Here are some ways to handle PCs using a lasso on enemies in combat.
Attacking monsters with a lasso can be a modified grab attack. Use the standard grab rules, except at a range of two squares, and give the PC a +2 weapon bonus for using a lasso, if proficient. Really, a lasso should be an exotic weapon and require a special proficiency in it to get that bonus. Getting out of the lasso requires breaking the grab, as usual. Cutting the lasso makes it useless. Maintaining the grab should be at least a move action. Obviously, you cannot use it on another opponent while you have one already lassoed.
Or as Logos7 suggests here, treat the attack as a bullrush that can pull instead of push. Treat as above (range 2 squares, +2 weapon bonus if proficient, and so on).
An enemy can free itself from the lasso by breaking the grab, if that rule is used, or perhaps with a successful saving throw.
Remember, monsters can use lassos on PCs, too!
In Combat, on Allies
In the example in the original question, the PC uses the lasso to drag allies out of danger. This is a creative use of the lasso and I believe the DM should reward this. However, this basically adds a Controller-type power to anyone who cares to use a lasso. One needs to add regular lasso use to one's campaign with caution.
Here are some ways to handle lasso use on allies in combat.
Use the skills given to you. Moving an ally could be a standard Athletics check. If the PC is proficient with the lasso, give him the weapon proficiency bonus to the check.
Treat it like a bull rush or grab, as if the ally were an enemy.
When in doubt, default to an ability check. Make a Dexterity check and consider adding the weapon proficiency bonus if it applies.
Make this lasso use an encounter power with all the usual caveats (standard action, roll to hit, etc.).
Allies need to free themselves from the lasso before the lassoer can use it again. This should be at least a move action, if not a standard action. This should slow down abuses of this maneuver.
As a final idea for thought: Is there any reason you can't just let the PCs succeed? The player did something clever; often there's no reason to pick up the dice. If it's in a combat situation and you want to pace the solution, then let the lasso user free one ally per round. In any case, the PC is forgoing use of another power for that action, so there's an opportunity cost even if they succeed automatically.
