iTunes keeps copying iTunes libraries to C: drive

Launch iTunes with the Shift key held down and choose a library on D.

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Make sure you've copied the complete iTunes library (not just the media files/folders) to the D: drive. The structure should look like this (see note 3 below):

Then hold down SHIFT as you start iTunes, when you see this prompt:

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click on Choose Library... then navigate to and select the iTunes Library.itl file on the D: drive.

Three extra points:

1. iTunes doesn't always work well when not installed on the system (C:) drive. You're probably best to leave the application itself on C: and have the library files and folders on D:
2. The iTunes Media Folder selection does not tell iTunes where to find your media files (that info is contained in the iTunes database) - it only determines where new additions to your library are to be placed.
3. See turingtest2's user tip on Make a split library portable for details of the way that an iTunes library should be structured to allow it to be moved belween drives, and steps you may need to take to get it into that structure.