i am not able to keep the filter on page as i select any one from them. On selecting any filter it moves to the state Block. So, what do i do to keep it from moving to the state block?
This is not possible out of the box (it would be a nice feature though).
I can recommend this extension that does what you need and even more than that. Even if it's a paid extension I think it's worth the money.
There is also this one (also payed ) that does what you need (and again even more).
I like the firs one better but I guess it's just a my opinion.
If you don't want to pay for any of these extensions then you can try to change the state block template and make it look like the filter template but the filtered values will still be moved in the state section. To avoid this you can try to merge the available filters with the state ones but this is a painful and time consuming job.
I'm in now way associated with the extensions providers. I've just used the extensions and like them.