I sent some bitcoins, forgot to uncheck "no-fee" checkbox. The transaction started, but never got confirmed. In the blockchain after some time it was "purged". I expected my bitcoins back, however, what I believe is, the client tried to send them again - because the transaction appeared on the blockchain.info just after I turn the client on. And this cycle repeats now. Is bitcoin-qt really retrying transaction? If so, how can I stop it?
Yes, Bitcoin Core will try resending the transaction until it confirms or is replaced. You can make it forget the transaction by starting Bitcoin Core with the option
Then, be sure to use the inputs in another transaction, because the transaction is still valid and might yet be confirmed. The only way to invalidate it is by doublespending the coins.
The easiest way to make sure that you have invalidated the old transaction is by moving your wallet's complete balance to a new address.