Don't close the menu when a check selection is made -- you can close it when I move off of it

I find it annoying when I am looking at a menu, make a check selection and the whole menu goes away. If I am not finished or want to confirm my selection, I have to find the menu again -- no small task -- proceed with my intention. Why not hold the menu in place to allow confirmation and change of a check mark selection and also the viewing and changing of other selections on that same menu. If "I" leave the menu then I am finished and it should disappear. Until I leave, I am not finished.