Hover your mouse over the button you clicked. If it has F5 for a shortcut, that button fetches all. Look for the one with the F9 shortcut. That one fetches 500 at a time. Get in the habit of using the F9 button. The only time you want to use the F5 one is when you are running a script with lots of SQL, and you want to run all of them.
See this post for details on the differences between the two.