Adjust your setting of the PICKSTYLE system variable as desired. From the Help:
PICKSTYLE System Variable
Type: Integer
Saved in: Registry
Initial value: 1
Controls the use of group selection and associative hatch selection.
0 No group selection or associative hatch selection
1 Group selection
2 Associative hatch selection
3 Group selection and associative hatch selection
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David Koch
Member of the Autodesk Discussion Forum Moderator Program