Selection behavior changed (in the opinion of most users, for the better, since you no longer lose the selection when trying to move an object that is behind another, but that's a differnt topic) in CS5.
That said, I don't have any problem selecting any object behind a frame with no fill, so tell us more. Maybe provide some screen shots? Embed them in your post using the camera icon on the web page:
Are you using the "Rectangle Frame Tool" or the "Rectangle Tool"? I find that I'm choosing the "Rectangle Frame Tool", it will still be the object selected, even if it has no fill; by using the "Rectangle" tool, if it has no fill, you can select objects beneath it without having to CMD-click.
Hope that helps,
Hah! I never noticed that before. Good one.
Aah that makes sense. It seems this was the same in CS4 as well I must have just used rectangle tool before but frame tool this time and assumed it was a new version thing.
Thanks a lot,