I reckon you are clicking with the wrong button. Use the Right Mouse Button (often abbreviated as RMB).
The annoying target is called the 3D cursor if you are talking about this.
This fellow will act as a kind of landmark and can be moved by clicking Left Mouse Button (often abbreviated as LMB).
If this feels uncomfortable, you may remap it at the user preferences.
This may help.
Also, if you have an experience in other 3dcg softwares, such as MAYA, using remapping presets maybe useful. They are accessible at the Splash Screen.
However, I recommend you NOT to remap the mouse buttons. Blender has some wonderful mouse button shortcuts and if you innocently remap buttons, you will lose them. Besides, you will get use to them.
Finally, if you are intersting in why blender adopted this peculiar UI, I've heard that this system reduces stress on the index finger. Indeed, I find my index finger exhausted on some other 3DCG software.