Deleting multiple entities

I have a question regarding deleting sketch entites.  Say I draw a simple rectangle.  If I try to delete the rectangle by selecting all the entities with a window and hit delete, nothing happens. I must resort to deleting the lines individually.  Very frusterating.  Is there a setting that is causing this behavior? (It has acted this way for a LONG time now.)

Thanks,

Brandon

SolidworksSketching