Press PROGRAM MENUS (under the red button on the right).
Part Setting Screen will come up.
Look to see whether the SUSTAIN is switched to 'ON' if it is, try switching it to 'OFF' by using the Sustain up/down buttons below the box.
Also, it could be the SUSTAIN LENGTH needs altering.
As a pianist, I like mine set to no.6 but the choice is yours.
Hope this helps.