By default, if you select a subcategory for an entry, EE will also automatically select the parent category, which means it will be listed in both.  If you want to change this behavior so that the entry will only appear in the selected category it is simple to do:

In the Control Panel, go to Admin > Global Weblog Preferences.  Look for the “Auto-Assign Category Parents” setting and change it “No”.

Note: This change will only affect entries made from that point forward.  If you already have existing entries then you will need to edit them and choose your categories appropriately.