If you need to select curves, use the pen tool. It's a lot more easier to do that with the lasso tool. Just make a path with the pen tool around the area you want to select then press command to modify the anchor points with the while direct selection tool (kinda like in Illustrator) then go to the Paths pallete, right or control click the work path and choose make selection, click Ok the box and now you have the marching ants. Requires an extra step, but its a lil easier and can provide better cleaner selections. 🙂