In Arena I select one field with piece I want to move or click some field accidentaly. Suppose after that I changed my mind and want to make move by other piece, now when I click new piece nothing happens and I have to find what field is selected and deselect it first by clicking on it. This mode is very annoying for me. How can I switch it off? I want to select new piece to move just by clicking it once.
Although there may be a solution for your problem, I suggest you get used to it instead, as it follows the official laws of chess and deters you from doing otherwise.
4.3 Except as providedin Article 4.2, if the player having the move deliberately touches on the chessboard:
a. one or more of his own pieces, he must move the first piece touched which can be moved
Good practice for visualization and proper chess etiquette.