Ok, let me give this a shot. First, go into options I forget which tab (off the top of the noggin) and disable 'New Targeting System.'
Next in options go to the circle arrow tab (macros) and select add. The first little macro box thingy, choose 'select nearest.' Another little box thing pops up to the side when you click in it you get a drop down menu, select hostile. Now there's yet another macro box thingy on the left click in it and scroll down to 'Attack Selected.' I always assign this a F key.
Let me know if this helps or you have further questions.