Delete finder plist. I do not have notes where it is now, but my recollection is that plists are all in one place in your Library folder (hidden normally) in your home folder. If this plist is corrupted, things are behaving this weird way.
edit:
delete this: your home folder/Library/Preferences/com.apple.finder.plist
restart Finder or computer (that will create new default plist) and see if that fixed it.