Hi e9b9,
What your doing when you use the Marquee tool to make a selection is creating a smaller selected area of your "canvas" to work on. Whatever you do will only work within that selected area of the marching ants.

Try this...... Use the Marquee Tool to make a selection in a File/New work area. Now pick a Brush Tool. Make sure you have a color other then white in the top square box below the tools. Then paint in and around your selection. Notice how it only paints inside!

Hope this is what you were after.

BR......