The Universal Focus Rectangle in Windows lets you know where you were before you current click. It is as such, quite useful at times. But if you would like to remove this, try this:
Remove the Universal Focus Rectangle
Download Universal Focus Rectangle Remover.
1. Put RemoveFocusRect in your system32 directory.
2. Click Start and select Run.
3. Type “regsvr32 RemoveFocusRect.dll” (without the quotes) and press OK.
4. Next time a program is started, it won’t have focus rectangles.
If you change your mind and want it back:
1. Click Start and select Run.
2. Type “regsvr32 /u RemoveFocusRect.dll” (without the quotes) and press OK.
3. Restart your computer.
4. Delete RemoveFocusRect from your system32 directory.
All those steps should be done with administrative privileges.
Get it from Neowin.