You need to rewrite the method `_addItemToWishList` from the controller `Mage_Wishlist_IndexController` and replace the last line.  
Instead of 

    $this->_redirect('*', array('wishlist_id' => $wishlist->getId()));

You have to put:


     $this->_redirectReferer();


**[EDIT]**.  

[Here is an example](http://magento.stackexchange.com/a/10842/146) on how you can rewrite a controller.  
You need to rewrite (like I said) `Mage_Wishlist_IndexController`. The controller is found in `app/code/core/Mage/Wishlist/controllers/IndexController.php`.