i get this often and I'm not sure what causes this but the only way i can get rid of it is by a restarting my computer....
i was working on a movie for mys sisters friend and it does not only happen when i use movie maker it can be any program....
PS i have even tried restarting explorer.exe with no luck
it's from a right click some where but the selection stays on the screen some what permanently and appears ON TOP of every program..
this does not only happen with WMM, it can happen with photo shop or even my DESK TOP...
and fyi WMM is closed now and i still have it on my screen buring a whole where its at...