Until a specific SubTool has been filled with a material as per Slosh’s instructions in his first post, it has no material. This means that when you select a new material, all un-filled SubTools update with that new material. To keep a SubTool frozen with a specific material you must select it and fill it. Then when you change materials, that one will not be affected.
SubTool Master (which is included with ZBrush) will let you fill all SubTools at once, if you’d like.
To un-fill a SubTool, select the FlatColor material and fill it with that. This will make it “live” again so that it immediately reacts to any new material you select.