Stop iTunes removing apps while synching

I have noticed recently, since I chose to have iTunes manage my apps, that it sometimes removes them from my iPhone during a sync.
These are paid apps that I purchased on my iPhone but have not downloaded them on my iTunes.

I have tried to untick the option to stop iTunes managing my apps but it says that all the apps will be removed from my iPhone. Well this is the complete backwards of what I want.

Is there any way around this?
iPhone 4, 4.0.2 - Windows + latest iTunes. I've also made sure my computer is authorized with iTunes.