selections - Photoshop Rectangular Marquee Tool not selecting correctly

I must have accidentally clicked something in Photoshop because all of a sudden my rectangular marquee tool is not working correctly.

When I use the rectangular marquee tool to, for instance, surround something I want to delete on a document, it immediately does one of 2 things:

1. 
   

   It turns into a rectangle with rounded edges, or

   
   
   


2. 
   

   A box pops up on my screen that says

   
   

   
   

   WARNING: No pixels are more than 50% selected. The selection edges will not be visible.

   
   

   
   

   There is an "OK" button in the lower right hand corner of that box. When I click "OK" the box disappears but so does my rectangle on my document.