object stays selected

I am trying to work through the quick start ‘Gus’ tutorial
and have progressed to the point of adding materials to the figure.
But the last object added is the hemi light and it stays selected
with pink dot in the center. All other objects that I try to select
will not respond to texture and shading assignments. In other
3D modeling and rendering programs I have used there is kept
a list of objects that can be used to select a particular object.
With the box select, if an object cohabits a space that makes it
impossible to be descretely selected, the object won’t be selected
alone ( for example, a light bulb inside an enclosed lamp shade).
That is were the object lists are useful. How is that done in Blender
and how do I completely deselect objects and select objects to
assign shading and textures to?
I am working on a Macbook Pro/Intel OSX 1.5x (the track pad makes
it difficult to determine which is MMB and which is MB, as well as numlock to
use numerical keys)

Thanks for info.

You can select an object best by opening a panel on say the right side of your Blender work space and in the dropdown(up) box you can change that window to different windows. Choose outliner and there you can select objects by left clicking on them. Shift left click to add more than one object.

Thank you for the info.
How do I de activate the hemi light so I can apply materials
and textures to other objects in the scene. The hemi light is
the last object added and maintains a pink dot in the center
so all shaders and textures are applied to it.

If it has the pink dot then it is either the last selected or last deselected.
Selected will be brighter.
To apply a material or texture to an object, that object must be selected.
In your outliner, left click and select to activate it (or have it selected).
That will brink the pink dot to it and when it is bright you can apply mats and textures.