Try adding this in your functions.php file:
// Let's stop WordPress re-ordering my categories/taxonomies when I select them
function stop_reordering_my_categories($args) {
$args['checked_ontop'] = false;
return $args;
}
// Let's initiate it by hooking into the Terms Checklist arguments with our function above
add_filter('wp_terms_checklist_args','stop_reordering_my_categories');