<script type="text/javascript" language="javascript">
$(document).ready(function () {
$(".linkreply").live("click", function (evt) {
evt.preventDefault(); //this prevents the
//click from leave the page

$(this).next().show("slow"); // show the panel
});
});
</script>

<asp:DataList ID="DataList1">
<ItemTemplate>
<asp:LinkButton ID="Reply" Font-Size="9" CssClass="linkreply" runat="server"
resourcekey="Reply"/>
<asp:Panel ID="Nonusercomment2" Font-Size="9" CssClass="subcommentstyle" runat="server">
<asp:Label ID="namelabel2" runat="server" resourcekey="Name" /><br />
<asp:TextBox ID="NameTextBox2" EnableViewState="false"
CssClass="allsubcommentboxes" runat="server" /><br />
</asp:Panel>
..........

in the script section this line - evt.preventDefault();
prevents the click from leaving the page.