How do I get Visual Studio to stay on one thread when debugging?

When you say, "when debugging a certain thread, visual studio will just jump around randomly to different threads", do you mean that as you step through code on a particular thread you may hit a breakpoint on a different thread?

If so, you can use the Thread window to 'freeze' threads other than the one you're interested in debugging:

From http://msdn.microsoft.com/en-us/library/w15yf86f.aspx:

From the Threads window, you can set the active thread. In addition, you can freeze or thaw the execution of each individual thread. Freezing prevents the execution of a thread. Thawing enables it to continue. Two vertical blue bars identify a frozen thread.

Support for this may depend on the version of Visual Studio you have (for example, I don't think the Express versions support the Thread window).

It is the default because running the program in the debugger shouldn't change the results of the program, I assume.

When the program is running "live", it is constantly switching between threads, so if the debugger didn't do the same, the program would be behaving differently.

In any case, the only way I know of to prevent it is to open the Threads window, right click on all other threads than the current one, and select freeze. (Remember to thaw them again afterwards)

Generally, I freeze the other threads by right-click in the threads panel. I don't know if this is sane or not though.