What is the mode and color depth of your file?
What exact version of CS (Photoshop )? What OS?
Can you post a screen shot of the Image menu > Mode > ? Ditto for your Layers panel.
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I'm operating in CMYK mode (I plan on printing this out) at 8 bits/channel. The program is CS2 on a PC with Windows 7. Can't post a screenshot, but there are seven layers above the background layer (line art). All are visible and none are locked. I've tried Select>all and picking an area with the marquee tool, both with no result.
Thank you. Since I never work in CMYK except at the very end to generate a CMYK image file as the final target output when requested, I'll step aside and let others answer your question.