Jackie, although it is not a “bug” per se, it is a particularity: the marching ants always seem to be invisible if you have a vector tool active. Just change tool (like the Move tool) and you will see them reappear. Yet, the selection is still there.
Jerri, the settings for the Magic Wand would be to set the mode to Replace, the Match mode: Opacity, Tolerance: 0.
