There are a couple of ways. The least intrusive is to do this:
Project > Project Properties... > Compile/Link > Compiler > None
This just disables the compiler tag file for your project entirely.
The "Auto Tag..." is more of a quick-start dialog, it displays a bunch of tag files you have the option to build, pre-selects the ones that are most likely for you to want to build, and then builds them when you hit OK. It doesn't store any settings.
If you want to try to remove a compiler tag file, you can go to Tool > Tag Files..., select the tag file and hit "Remove Tag File", but keep in mind, the compiler tag files are generated on demand, so if your project still references a particular compiler tag file, it will get rebuilt automatically, so updating your project to do specifically what you want is the better way to go about things.