Suppose that $X$ is a Polish space which is not
$\sigma$-compact. We prove that for every Borel
colouring of $X^2$ by countably many colours,
there exists a monochromatic rectangle with both
sides closed and not $\sigma$-compact. Moreover,
every Borel colouring of $[X]^2$ by finitely many
colours has a homogeneous set which is closed and
not $\sigma$-compact. We also show that every
Borel measurable function $f:X^2 \rightarrow X$
has a free set which is closed and not
$\sigma$-compact. As corollaries of the proofs we
obtain two results: firstly, the product forcing of
two copies of superperfect tree forcing does not
add a Cohen real, and, secondly, it is consistent
with ZFC to have a closed subset of the Baire space
which is not $\sigma$-compact and has the property
that, for any three of its elements, none of them is
constructible from the other two. A similar proof
shows that it is consistent to have a Laver tree
such that none of its branches is constructible from
any other branch. The last four results answer
questions of Goldstern and Brendle. 2000 Mathematics Subject Classification:
03E15, 26B99, 54H05.