Welcome to ebay!!!
What you are experiencing is called proxy bidding and its pretty smart.
You bid your maximum amount. Ebay then uses only that portion of your maximum required to stay on top. Each time you are bidding, ebay is using the other bidders proxy to stay on top.
However, an even smarter way to bid is bidding once, bidding your maximum and bidding in the last minute/seconds of the auction. As late as you can comfortably get your bid in. It's not any sort of insurance that you will positively win. But, at least if you don't win, you know that you bid your maximum and you did everything possible to protect your proxy bid from nibble bidders.
There is absoloutely nothing wrong with nibble bidding...but, as you can see, it can be frustrating.
Here is more info from ebay's help pages on bidding....
http://ocs.ebay.ca/ws/eBayISAPI.dll?CustomerSupport
http://pages.ebay.ca/help/buy/bidding-overview.html