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Hi, thanks for the replies.  I'm embarrased to say that I don't know how to post screeenshots!

To break it down, here's what happens at the moment.  I draw a selection with the mouse and when I let go the size/shape of the marching ants selection changes to a smaller selection which is elliptical or rounded.  Then when I click onto the Refine Edge menu the marching ants selection simply vanishes.  Never had that problem in CS4.  In CS4  I would make a selection and the marching ants would remain when I clicked the Refine Edge menu tab, and would remain whilst I chose the feathering settings so that I could see what the effect would be. 

I will try the tutorial you posted after work tonight.  (UK time!)

Thanks so much,

Sassie