Format change ?

As Richard said, you can manually change the sequence settings to be the settings that match your media.

To address the second part of your question, how do you prevent it?

- Create the sequence manually with the settings you want when you start the sequence for the first time.

- Automatically create the sequence based on the source media (this is what I usually do and usually recommend, especially if you aren't confident in adjusting things manually.) There are three ways to do this:

1.  Drop the source footage onto a blank timeline to create a sequence with matching settings.
2.  Drop the source footage onto the New Item icon in the lower right of the Project Panel. This will create a sequence with matching settings regardless as to whether there is something already open in the Timeline Panel.
3.  Right click the clip in the Project Panel and choose New Sequence from Clip.

The thing that seems to catch people up the most with this is that they start their sequence with an audio file and then start adding their video media to it. When you do that you're matching the sequence settings to the audio file, which as you can guess is going to disregard the video settings.