When I try to transform new objects created in an existing model, the Move/Scale/Rotate transforms existing objects, not just the new one. Is this a setting I have switched on by mistake?
Check you haven’t enabled proportional editing http://wiki.blender.org/index.php/Doc:2.6/Manual/3D_interaction/Transform_Control/Proportional_Edit
If you add an object in edit mode it will be part of the current object.
If you add an object in object mode it will be a separate object. I assume you want this to be its own object so make sure you are in object mode
I’m only guessing since you clearly omitted to include any screenshots of the interface or example blend files to help anyone answer your query !