Snagit 12
In Snagit 12 you need to click on gear icon to the right of the red capture button and go to preferences. Then choose the option shown below.
Snagit 11
The revised on-screen floating user interface introduced in Snagit 11.2 is called OneClick. Please take a look at the link below for a tutorial on OneClick, this includes instructions on disabling the feature if you desire. (Open Snagit > Select “Turn off OneClick” in the “Quick Launch” section.)