I can get the lasso around the notes but when I release the button I lose the lasso.  Can't seem to select anything in PRV except whole rows by click-selecting a piano key.  I'm a total noob, so hopefully it's just op error.  What the heck am I doing wrong?

For X3 you have to right click. They changed it from previous versions.

Thanks for your reply. 
 
In X3 Studio,  I can use the Smart tool and right click or the Select tool and left click.  Both give me a nice rectangular shaded box around the notes I am selecting.  The problem is that in either case, as soon as I let go of the mouse button the lasso disappears. The only way I can select anything in PRV is by left clicking on a piano key which selects the whole row.

you should try using the smart tool and right click, drag lasso.
if its a groove clip , then bounce to clips before working on it/making edits.
after your done groove clip looping again.
 
 
watch the video in my sig (look down in my sig, its the bottom link)

The highlighted rectangle disappearing is normal, but you should then be left with selected notes shaded much darker than unselected ones. With certain colors and/or zoom levels, the darker shading may be not as evident.
 
 

A quick question to the OP here, as a similar thread created confusion recently. Which version of Windows are you running?

>For X3 you have to right click. They changed it from previous versions.<
 
Actually, X2a is right-click also. I'm still fighting it...