Mahmood,
If you are using the SQL Server Enterprise Manager, this is normal. The reason that it is cleared is for your own safety. Bascially, that data down there is live, so if you change it, you are posting your changes back to the actual table data. They clear it so you have less of a chance of accidentally changing the data.
I've poked around a bit and haven't found anything that will change this setting.
Perhaps the better thing to do is to use the Query Analyzer instead of Enterprise Manager. Just do your Select statements in there - the data isn't live, so there's no danger in accidentally changing the data. Well, unless you "accidentally" run an Update, Delete, or Insert statement.
Hope this helps.
-Chuck Urwiler, MCSD, MCDBA