It's doing it to make it easier on you. That way you've got the right mac address, if it's needed for network access.
If you can find the card's configuration (look under /etc/network/interfaces). You can take care of that.
Also install aircrack-ng if you haven't. Airmon-ng (comes with the Aircrack-ng Suite) it'll tell you if there are other programs messing with trying to play with wireless cards.
A better option. Use Ubuntu do learn the nix side. Get a copy of Bactrack to learn the tool side. Backtrack is set up a little nicer to prevent things from messing with you like that.