There a few possible things to check:
When Choose selection Level is set to 1, the root object (for imported objects, this will be the file name) will be selected when you click on any object. It is a global setting (applies to all projects opened on the same computer)
NOTE: This setting only applies when you select in the 3D View by mouse click or click and drag for window box selection. It does not apply when selecting in the 3D Objects list window