The selection mode for brushes is selecting an area of your image using the brushes that you picked and drew with. Depending on what tools you open next your selection (i.e. the marching ants) may be perserved or not.
If you're really trying to digitally stamp or draw on your background you need to use the brush tool. Its icon looks really similar to the selection brush icon but it does NOT have the dashed outline in the background. You can always just hit B and the brush tool will open. This brush tool should be leaving color on your layer not just marching ants.
Does that help?