This issue has been noted by some users of Brother brand printers. In order to keep the box unchecked on a Brother printer please change the following settings:
1. Click Start -> Control Panel -> Printers and Faxes -> Right click your Brother printer and select "Properties."
2. Go to the Advanced tab -> Print Processor.
3. Change the settings from "BRMFC" print to "Win Print" and set the default to "raw."
4. Click Apply to apply your changes.
5. Go back to your printer settings in Control Panel and uncheck "Keep Printed Documents."