Rebuild Solution and Project dependencies

Am I doing something wrong or does "Rebuild Solution" not work with
project dependencies?

I'm working in VS 2003 and I have 2 unmanaged C++ projects in my
solution.  Project B depends on project A.  Build order is A, then B.

If I run "Clean Solution", then "Build Solution" all is fine.

But if I run "Rebuild Solution" A is cleaned, then A is built, then B
is cleaned, then B fails to build because the A build got wiped out
when B was cleaned.  It appears that when B is cleaned (as a part of
rebuild solution) A is also cleaned because of the dependancy.

This seems like a real basic problem, yet I haven't been able to find
anything on it.

Any ideas on what I'm doing wrong?