Weird in game movement thing

There is this weird thing when I play DotA (Havn't tried any other map, but I guess it's the same)

When I move, I have to wait for the hero to get there, before I can make it go to another place. A flag also appears when I click there.

How can I turn this off? This is very annoying. I've had the same problem before, but I just changed something in Options, and it went away. I've changed EVERYTHING in Gameplay Options, but nothing seems to remove this problem.

Thanks for all help. :)|||Your unit is being order to rally to a point, and not being ordered to move to a point.

To rally, I think that you have to hold down a shift button when you click on a point.

Is your shift button stuck?

Maybe your mouse click has been configured to do a shift-click?