I used to have this problem sometimes in Vista, but now I'm using Windows 7 (it was a clean install, reformatted hard drive) I'm disappointed that it's happening again.
Basically what happens is sometimes when I right click on something and click an entry in the context menu, the highlight from entry remains on the screen, in front of everything else.
I can get rid of it by changing my theme to Aero Basic and back again, but it's not a nice solution as it takes too long and often once I get rid of it, it comes back.
Here you can see an example of what's happening - the highlight is there from Chrome's context menu.
Does anyone know how to fix this?