THis is from MacOSXHints.com, and has been around since 10.5.2. 10.5.3 introduced a new feature in the spaces pref pane that I thought would obsolete this, but it does not.

defaults write com.apple.Dock workspaces-auto-swoosh -bool NO

After running the command, you’ll need to restart the Dock (killall Dock). To undo, change NO to YES, or use defaults delete com.apple.Dock workspaces-auto-swoosh. Note you’ll have to kill the Dock again for the changes to take effect.