No, I'm not using the checkboxes, but I did try that out to see if it made a difference (before I posted) and it didn't. Are you seeing the same behavior?
In Windows Explorer in WinXP, if you selected some files, then changed the sort order, the files would remain selected. In Win7, the files are deselected when you change the sort order. Is there a way to ensure the files stay selected when changing the sort order? A registry setting or an option...