Hi ,
If you want to remain master page static you could use ASP.NET AJAX to achieve, the situation you mentioned is a by-design feature.
The content file of the master page will finally be rendered to a whole one page then send to the client,it's very diferent from the structure of frames.
Please check the following article to have an overview of the Master Page.
http://msdn.microsoft.com/en-us/library/wtxbf3hh.aspxThanks