Is there a reason for this? Is there some sort of CAD rule which prevents this/how do I suppress it?
Look at the bottom of the Extrude's feature manager. There's a section that will allow you to select areas to extrude when there are multiple closed contours.
Is the rectangle touching the circle? Instead...why don't you give us a screen shot to show us what you are talking about.....lots of possibilities here.
Can you mock up an example part and post it here for us to take a look at?
"a drawing is worth a thousand words"
Pick the edge of the circle to extrude the circle.
Pick the edge of the rectangle to extrude the rectangle.
Pick the areas to extrude closed area.
Retrieving data ...