I am not completely sure about what you are doing, but if you select an item for dragging, after you release it, the "select" box will be maintained until you click somewhere else on the screen. Maybe just clicking another location will clear the box.
If that isn't it, you appear to be using basic video drivers. Is this your final install or are you going to update the video drivers.
If it isn't that, perhaps updating your mouse drivers or checking how the buttons are set up might help.