Daniela, welcome to MobileRead!
It's not a bug, it's a feature and it even has a name - ghosting

!
You can diminish it's effects by setting page refresh to every time in the configuration menu. But this will slow down the time the device takes to open a new page.
And you're right, ghosting can be very annoying. If it is too annoying try to exchange the device. But I have my doubts that the replacement reader will show a different behaviour.