merge confusion

I had some unexpected behaviour doing a merge today. I wonder if anybody can tell me where I have gone wrong. This is the sequence...

* clone a remote repo
* created a local branch to track one of the remote branches
* did work on the local branch and then created another 'feature' branch
from that
* time elapsed and at some point(s) I pulled from the remote but did not
merge the original local branch
* finished feature, checkout local branch and merge in feature. 

What I didn't expect is that all the subsequent changes on the tracked remote branch got merged in too. Which I didn't want.

So the question is - is that what's supposed to happen (ie. if you do any merge the tracked branch 'fast forwards' the remote) and, if so, if I want a branch that stays a branch (doesn't ever merge with the remote) how would I do that?

Thanks!