Photoshop :: Expand Selection Gives Me Chamfered Corners

I'm using CS4 on the Mac. A feature that I use quite a bit is expand selection.

When I do an expand selection even on a simple shape like a square the selection expands but the new selection has chamfered corners, or angled corners. I don't want this I just want clean 90 degree corners.

I've tried everything I can think of to change this, I've even returned to the factory defaults and it still does it.

For some simple selections you can just modify it manually but for more complex ones you can't.