I'm afraid there is no simple or global setting to stop this from happening. Do your test scripts actually move the mouse and click on items with a mouse click? The default behavior of Test Studio is to inject DOM clicks directly into the browser's DOM which does not use the mouse at all. Thus even if a pop-up menu is open Test Studio will not interact with that pop-up menu at all.
To avoid this problem you will need to add blind mouse click
steps to your test scripts at the right points in your test scripts. The concept is to make the mouse move away from the pop-up menu so that the pop-up menu is not open when the mouse is trying to do a click.
I hope this helps.