You should downshift as you're braking and before you even enter the corner (shifting mid-corner is bad). If you do that and are in 3rd before you begin cornering, the auto *should* hold the gear without shifting for you. Typically, autos in manual mode will downshift for you if you drop below a certain speed but will upshift for you far less frequently, so be proactive about your downshifting and you should experience this problem a lot less.
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