I believe you can only do this by switching-off the sync between the devices you use. From the Kindle support page:
Syncing Material Across Your Devices
If you read the same Kindle Store book across multiple Kindles, you'll find Whispersync makes it easy for you to switch back and forth. Whispersync synchronizes the bookmarks and furthest page read among devices registered to the same account. Whispersync is on by default to ensure a seamless reading experience for a book read across multiple Kindles.
To turn Whispersync off:
- Visit the Manage Your Kindle page.
- Scroll down to "Manage synchronization between devices. Learn more." and select "Learn more."
- Select "Turn Synchronization off."
Once you turn synchronization off, your books will still open to the last page read on that device, but Whispersync will no longer sync bookmarks or the furthest page read with other devices. If you would like to sync the book manually, press the Menu button and select "Sync to Furthest Page Read."