It's under the right-click menu - right-click and press the "x" icon instead of the "v", and that will deselect the fleet. Sometimes it does get a little irritating, but once you get in the habit of deselecting the fleet after giving it orders, it's not a problem.
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There are only forty people in the world and five of them are hamburgers.
-Don Van Vliet (aka Captain Beefheart)
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