you can't
if you want to cancel what you have selected just click outside the selection
Windows XP I assume? Click a different tool then click selection again.
Windows 7 has a different paint app.
The only way to turn off a tool is to select another one. Theres always one tool selected. I'm not sure why does that cause you a problem? Its a very basic application. Paint is 24yrs old. Theres lots of alternatives. What are you trying to do?
I don't have XP at home. I'd have to look at it at work. I actually use it a bit for editing screen captures, on machines with graphics app installed.