Bah I guess I skimmed it a bit. Guilty.
Happens in Firefox, Safari, Chrome. All browsers/Finder windows. Anything that has an X.
@iLog.Genius Video won't work for me, I get file not found in the player and "download" option gives me a player that returns the same over and over in a loop.
Unless you feel like doing an archive and install (which won't solve the problem if it's a user plist file or cache file), I would suggest creating a new admin user, and seeing if the problem persists.
Three points:
1. If the problem persists in a new user, then it is likely system related. It could be some kind of third party "haxies" you have installed or even a system cache or plist.
2. If the problem goes away in a new user, then reinstalling the system/applications or any other system-wide action will NOT solve the problem.
3. If the problem goes away (as in point 2), then dragging stuff from the old user to the new user IS NOT the best way to resolve the issue. You can create other headaches with permissions amongst other things.
If the problem goes away (as in point 2), I would usually suggest logging into the "suspect" user and carefully with much due diligence and forethought, dragging half of your "suspect" user's preferences out to a folder on the desktop and logout and login again and re-test.
Folders of particular interest would be
/Users/USERNAME/Library/Caches
&
/Users/USERNAME/Library/Preferences
Some preference & cache files will be re-created so don't be concerned about over-writing them when putting files BACK to their original location.
Keep going half the files at a time, putting BACK the files if the problem isn't resolved. If the problem goes away, you'll know that ONE of the files you dragged OUT is causing the problem.
It's pain-staking work hence doing half at a time to quicken the process rather than one file at a time.
Unless anybody can tell me that this problem is normal or common, the above should/may/might get to the cause.
Going out on a limb, I'm looking at universal access or mouse settings being corrupted or set oddly.