The newest Dev build adds a new preference, called copy_with_empty_selection, which you can set to false. You need to be a registereed user to run the Dev builds, but hopefully this feature will be added to the free Stable build soon. If you can't use the dev builds, try the keybind-based solution here: http://www.sublimetext.com/forum/viewtopic.php?f=2&t=10265&start=0#p40655
The newest Dev build adds a new preference, called copy_with_empty_selection, which you can set to false. You need to be a registereed user to run the Dev builds, but hopefully this feature will be added to the free Stable build soon. If you can't use the dev builds, try the keybind-based solution here: http://www.sublimetext.com/forum/viewtopic.php?f=2&t=10265&start=0#p40655