Go ahead and select the rectangular marquee tool.

Just click and drag to form a rectangular selection. Here I'm generally covering the area of this window.

When you are the default marquee tool; new selection, you can move the marquee itself around the entire document when you place the cursor inside of the selection.

Right now you don't want to use the move tool (V). That actually moves the pixels of the selection. Moving the marquee only works on new selection in the options bar.
You can bring up your rulers by pressing Ctrl R or going under the View menu.

With the rulers open you can drag in guidelines either horizontal or vertical by clicking within the ruler area and dragging it to where you want it in the document. For example I'm moving a guideline to the left edge of the window and also to the bottom. Experiment around with this yourself. You can move guidelines by placing the cursor right on top of it and clicking to move.

Guidelines are great for when you are laying out a design. You can turn on Snap in the View menu.

This allows anything that you bring within a close
range of a guideline to snap' to it like a magnet.
This makes it easy to align layers, text and even selections such as
this to the guideline.
Another cool feature is Transform Selection. It is located under the Select menu.

Because your rectangular marquee is there and you've
made it as a selection go try Transform Selection. This will bring
up a bounding box around the selection. Remember that we aren't
moving pixels yet, we're just altering the selection itself.
With the bounding box visible you can move the corner handles to
make the selection move in different ways. Press Ctrl/Cmd to skew
the corner boxes and bring the selection in around the window itself
(for this tutorial you need a rectangular object to use the marquee
tool.

Ctrl click and move each of the corners into place.

Now that you have made a selection around this window you can switch to the move tool to actually move the window around.

Go back in the history palette to undo your move.
If you're wondering how to select' something besides a rectangle
then you need to check out the other Basic Photoshop tutorials and
also get my
Basic Photoshop DVD Training series.
Another thing you can do is when you make a
selection (on certain tools such as the marquee tool)
you can
right click and choose feather (also under the Select menu).

What feather does is leaves a nice soft edge around the selected area. The softness depends on the amount of feather with the higher the feather radius being, the stronger the feathering effect.

Go to Select: deselect
and
choose the elliptical marquee tool.

As long as your defaults are on new selection' you
don't need to deselect, it will just automatically replace the last
selection with the new one.
Create a circular selection. You can hold down the Shift key to get
a perfect circle (Shift on rectangular gives a perfect square).



