Source Version is Recompiling in a New Project

I have 5.1.1 source version. Whenever I compile a new project (from right click on project name in the Solution Explorer), the whole engine recompiles. It doesn’t recompile the engine if I don’t change the project. Is it normal thing or am I doing it wrong? It becomes very hard to work with several project at the same time. Can anyone help? Have a great day.