Are you saying that the color changes on the other links, or that their targets change? I'm confused by your writing "lick" -- is that "click" or "link" you meant? Clicking on one link (<a> tag) should have no effect on any other link. That link's color should change to indicate that it's already been "visited" (the color can be selected in CSS).

If this is a static HTML file, the link target (href) should not change. If this actually output from a program such as PHP, it's possible that there is something in the code that changes the target on the fly when the page is regenerated.