Sticky Keys is part of the Windows Accessibilty kit - it makes it easier for people who have problems with their hands to use Windows. Basically, it works by letting you press ctrl,shft, alt and then the key you want, instead of both together. So, instead of pressing alt+f4 together to close a programme, you can press alt then f4. I guess what's happening in your case is you're pressing shift or ctrl, then selecting whatever - which selects a group.
It is normally turned on by pressing SHIFT 5 times in a row. It can be turned off in Control Panel -> Accessability Options.