I've uploaded three pictures. The first one shows which tool to use (side bar). The second, on the top bar, shows the settings to play with. The first one produces a vector shape mask, that is automatically filled in. The second produces at vector, no mask, and the third produces a shape, no vector. The drop down (where the arrow points)gives you options, like symmetry and where the center should be. The third one shows how to hide the fill. I prefer to just 0 out the fill and then use an outline to setup the rest. Once you do this to your first shape, it should remember your preference.
All the shapes and circles you see were done with tha tool. Hope that helps.