That's normal behaviour for Glossary entries. If you've allowed auto-linking, the entries will be linked - even within the Glossary to other entries.
When you add an entry, you will see three tick boxes at the bottom of the screen. Make sure each entry is set to
- auto link (ticked)
- ignore case sensitivity (unticked)
- match whole words only (ticked)
You'll need to make sure that your Glossary auto-linking filter is on too (it's off by default). Go to Site Administration > Plugins > Filters > Manage Filters, and set the "Glossary Auto-Linking" filter to on.