visuvius, I get this problem every so often and it doesn't really bother me because it's easy to fix.

And example of how, presuming you're on the desktop (and that you haven't figured it out allready):
1) click and hold left mouse button
2) drag box over some icons
3) right click until menu appears
4) let go of both buttons

I believe that's what I do when it happens. Not too sure, since it hasn't happened to me in Win2k much or at all...