Photoshop :: Using Feather To Create Selection But Preserving Opaque Fill

I'm trying to create a selection out of the square marquee tool with rounded corners. The only way I know how to do this is to set the feather to 5px or 10px or whatever. But when I try to fill this selection with a certain color (with the paint or pencil tool) I get a gradient. That is, instead of a uniform color all throughout the selection, it's almost clear near the edges and slowly becomes opaque as you move closer to the center of the selection. I do I create a square selection with rounded edges so that filling it creates an evenly opaque color?