I've connected several PIC16C72 µC's on the same I2C bus, measuring
analog signals in different modules. When one of the modules is
switched off, the µC in the module pulls down the SDA and SCL line.

How do I prevent this ?

If you want, it's very easy to test it : measure with a multimeter in diode
stand between pin 14 (SCL) and pin 8 (Vss). You will measure around 1,2 V
depending on how much current the multimeter uses. I've done this test, even
with the µC free. Since Vdd was floating and not connected to GND, I
expected that SCL could not been pulled down. I was wrong.

Has anyone encountered this problem before ? Is there a scheme to solve this
problem ?

Thanks,
Johan.