Not really an installation question and you don't say what application you are referring to.
Illustrator, InDesign and Photoshop all have layers.
If you mean Photoshop then turn on "Auto-Select" in the Option Palette for the "Move Tool".
If that's not it then ask in the individual application Forums.
That was so easy. Yes I should have designated that I use Photoshop CS5 application and was refereeing to that.