Problem Details:
I got some trouble to replicate the problem but I achieve to found one which is working everytime (even if it happened to me in other circumstances)
Open the game and select your "collection" filter. (it seems it's working if you don't have any collection)
Then, download a beatmap with osu!direct without moving from it. (use your browser or pick one in chat)
Press F5 when you have it; It will change your filter to "no grouping" but the beatmap won't be really selected and you can't use arrow keys to move freely.
Video or screenshot showing the problem:
osu! version: 20140803.5test
I got some trouble to replicate the problem but I achieve to found one which is working everytime (even if it happened to me in other circumstances)
Open the game and select your "collection" filter. (it seems it's working if you don't have any collection)
Then, download a beatmap with osu!direct without moving from it. (use your browser or pick one in chat)
Press F5 when you have it; It will change your filter to "no grouping" but the beatmap won't be really selected and you can't use arrow keys to move freely.
Video or screenshot showing the problem:
osu! version: 20140803.5test