You really needn't worry about doing anything special to keep this from happening. This is called "loading" and has to do with the charge retained in the image producing elements under these circumstances. You will sometimes see it even during regular watching if you shift from a contrasty image to a fixed, bland image such as an all gray screen. It is *NOT* incipient burn-in and will vanish all by itself with the set off or during normal viewing of moving images.
Burn-in arises from the uneven aging of the phosphors that produce the light in your plasma. What you want to prevent is anything that will induce uneven aging, such as doing all your watching with black bars on the sides or top/bottom of the display (those areas aren't aging) or excessive watching of shows with fixed elements such as bright logos or moving ticker lines. Leaving a DVD image paused on screen while you go make dinner is the sort of thing you definitely want to avoid.
You also want to reduce the over-all rate of aging by not running your plasma at the highest possible light output levels. Calibrate the set properly and your white levels will be reduced, which slows down aging across the board. Doing this should be the first thing you do when you get a new plasma.
For the first couple hundred hours of use, the period of fastest phosphor aging, set your display to stretch standard-def TV to fill the screen from corner to corner, avoid watching movies or HDTV channels that put up black bars, channel surf, and don't leave stationary images such as calibration test screens or DVD menus on display for more than a minute or two.
For more than you probably ever wanted to know about burn-in and loading, read the master burn-in thread at the top of this forum.