You cannot stop it happening, Lesa.
Look at it a different way, though: if you set either a proxy or a snipe (the only difference is in the time that the bid is placed) using the maxiumum that you are prepared to spend (doesn't everyone do that?) then you will either win the item, or someone else will because they wanted to spend more on the item then you did.
Either way, you do not have a problem, or do you?