I think I understand your question:
That's the "Multidock". Try letting go of the mouse button while the blue rectangle is visible. Your effect should become docked with its own tab.
To get rid of the multidock tab that you just created, right click on the tab and select "undock" to get back to normal.
I guess the answer to your question is that you can't make it go away, that I know of. You drag your effect to a point where the rectangle doesn't show up if you don't want it docked.
I agree that it gets in the way. I would rather see the multidock enabled with a right mouse button menu only and make the blue rectangle thing go away.