There's an icon in the lower left corner of the plugin window that may look like an I-bar with a padlock. This is the "sync cursor" option. With this turned on Vegas creates keyframes at the current playback position for every change you make. Turn this off, and Vegas only changes the currently selected keyframe regardless of where playback is at the moment.

Newer versions of Vegas have revamped plugin UIs so the icon may look different. I'm still running Vegas 9 so i can't guarantee what it will look like on your screen. However, searching help for "sync cursor" will show it to you.