Here is a set of specific steps that I did to try to duplicate the problem.
1. Open / re-open Band-in-a-Box. File | New
.... Bass track is currently selected as expected (*see note)
2. Select Melody track, by clicking on Melody in the Mixer window.
3. Open StylePicker, select _PRIME.STY, click [+] button, click Load song demo for current style.
4. OK to exit StylePicker.
.... Melody track is still selected as expected.
5. File | Open, navigate to bb\Demos\MIDI Style Demos\Styles00, and select ZZJAZZ.MG1
.... Melody track is still selected as expected (If auto-generate track labels is enabled it will say "Trumpet" instead of Melody, but regardless it is the same track.
So far, this is working as expected. Can you please post detailed step-by-step instructions similar to the above that I can use to see the behaviour you are seeing, where the selected track changes by itself.
(*note: I know that you want the program to open - i.e. step 1 - with the Melody track selected initially)