Double clicking or clicking twice on the improvement in the build screen will automatically place the improvement. You should only highlight the improvement then hover over your city. Also, if the improvement is an upgrade improvement you shouldn't be able to place it in a new spot as it's spot is already pre-determined and thus it seems like you are not placing improvements.

I only mention this as I do not have this problem. (Holding shift and rotating the mouse button will also rotate the manually placed improvement, nice for the peir placement).

Some improvements are upgrades on things you have already build, too, and thus can never be manually placed, and just replace what you had before.

The way to manually place an improvement is to click it once in the build menu, and then move the mouse over your city to select where you want to build it.  If you select the improvement and then click Build, it gets automatically placed.  

There is also a bug where the program doesn't seem to have a time limit between clicks for registering a double-click, so if you select one improvement, then select another improvement, it will consider clicking on the second improvement (to select it) as the second click in a double-click and will automatically place the improvement.  So even if you're not actually double-clicking, the program thinks you are, and it doesn't care that the first click wasn't on what the second click was on.

The program also does a bad job of telling you what tiles you can't place an improvement on.  For instance, you can't place improvements on swamp tiles, or within 2 tiles of another city's improvements (used to be 4).  There is a tooltip pop-up for the latter, but I've found it rarely pops up.

Technically my mod will work for LH... but we are to provide feedback on an unmodded version of LH for these purposes.