Which selection tool?
For example with the retangular marquee tool if you have the tool set to something other than New Selection, then what your describing will happen.
Which Selection Tool or all of them?
Are Photoshop and OS fully updated and have you performed the usual trouble-shooting routines (trashing prefs by keeping command-alt-shift/ctrl-alt-shift pressed while starting Photoshop, 3rd party plug-ins deactivation, system maintenance, cleaning caches, font validation, etc.)?
Never thought to check that, it is only the rectangular marquee.
Duh, I had the add to selection option checked. Not new selection. Thanks people.