iTunes U keeps removing my downloaded videos back to the cloud

i am trying to download all the videos from my iTunes U course on my iPad. After they download they are then all automatically removed and I see the cloud with arrow again. This is so annoying because I want to view the courses offline. Also I don't like my device deciding for me what content I get to keep and what goes back to the cloud. How can I overcome this and keep my videos on my iPad. Thank you.