Apple Mail 6.2 - Turn OFF automatic checking for new messages
I think by design when you open a mail box it is gonna check for new mail when you open it. ( or even when you open the app and open another mailbox not sure )

To turn checking of those accounts really off you need to uncheck "Enable this account"


But then you won't be able to to access the disabled accounts not sure if that's what your looking for.

Maybe a better option is to move to a different email client? or at least those accounts you don't want to check? There are some clients available I personally like sparrow but there are a lot of other clients available.