Angelina, that is because the palette is not docked, but floating. A docked palette will be stuck in place. To dock any palette, grab it on top, drag it on the center of the workspace and you will see some faint grey arrows like these:
Keep dragging until you hover over the one arrow indicating the area you want the palette to be docked, and “drop” it there. That should work with any palette. Try that and let us know.