Enemies knowing where characters are

Situation:
3 characters, hidden in caution mod at the entrance of a dungeon.
1 character (the rogue), stealthing around the dungeon, avoiding every enemies.

Rogue attack a solitary enemy at the end of the dungeon. One shot that enemy with a sneak attack.

Combat start and everybody in the dungeon roll initiatives.
All enemies are surprised.
Then next round, half of them bee-line to the 3 characters hidden at the entrance of the dungeon.

That's very lame. 

I should be able to kill someone without the whole place going "OMG, one of us that nobody have a visual on is dead, we should run strait to these people that we are unaware of to kill them!"