Anchor Points Go Back When Moved

If I create a shape such as using the Rectangle tool then I click on a single anchor point and move it, it goes automatically back to the position that it was at instead of where I moved it.  However,  if I move the shape then select the single anchor point and move it then it will go to the position to where I moved it.

Here's the kicker.  This happens some of the time and not all of the time so there is no consistancy to it.  I mean I can completely bypass this by simply moving a shape and moving it back with the arrow keys and then move the single anchor point everytime it decides to move the anchor point back, but this is so annoying!

Help.