I'm not sure I really understand your question. Are your circle and square on the same sketch or different sketches. If different, are both sketches on the same face of the body? If they are in the same sketch, then they will both be selected when you select that sketch. You should still be able to select individual shapes or lines for extruding or other operations. If they are separate sketches on the same face, you can also try selecting sketches from the browser to have better control over which one you select. If you are trying to select a body, but there is a sketch on the body which is getting selected, you can either hide the sketch in the browser or select the body in the browser. Perhaps something here is helpful, otherwise maybe you can try to clarify the question a little more.
