That is the default behaviour. I looked at the code, it looks like changing line 258 in gtk/gui.py from
Code:
self.key_entry.set_auto_hidden(True)
to
Code:
self.key_entry.set_auto_hidden(False)
should do it (line number wrt version 1.7.0). I didn't try it myself though

.
Edit: You many also need to do the same on line 547 of netentry.py:
Code:
box.set_auto_hidden(False)