Yes, it's normal. Sperm can't easily fight gravity and the force of muscles and such as you move/sit up, etc. Yes, you can still get pregnant. All it takes is one sperm. Some come out, some embed themselves into the uterine lining or other places by mistake, and the rest make it up, but only one can fertilize the egg. Conception truly is a miracle. Against all odds.
It's not so much the sperm that are coming out as it is the semen. The semen is the bus and the sperm are the passengers, if you will, and while the bus only goes so far, the passengers leap off and rush upward from that point really fast. The bus then leaves when you stand up. But the sperm are already well on their way up your tubes looking for the egg. Don't worry.