Thanks guys, but that's not it. I created a new track and then moved the "cursor" there. I selected everything in the track, hit delete, and nothing. The weird thing is, if I select another clip (midi or audio) in a different track, then hit a num key, the clip becomes deselected and the damn cursor in the other track moves.
By the way, when I open my project, I can't see that cursor. It shows up when I press a key on the num pad.
:(