Hello,
The cursor line you mention should not move after you click on stop or the space bar on your keyboard, it should actually stay at the place where you stopped it and should start again from that point if this is not happening then there might be something wrong. There is no place within the options dialog for you to change this.
I will recommend reinstalling the program and then test, if this still happens then I would suggest you create a Ticket for NCH Tech Support for them to assist you.
Good Luck!