Its all in your tune. Even if manually selected and if the PCM meets either the throttle input, rpm, or speed, it will still shift up or down.

Try putting it into 2nd. It SHOULD start in second and STAY in second gear until you reach those parameters. If you mash the gas while in 2nd, it will downshift. If you go past the rpm or speed limits, it will shift to 3rd, but then will shift back down to second once it is back within the parameters within your tune.