Sustaining notes for piano pieces

Forgive my lack of knowledge of Musescore before I ask this!

I need help! I am transcribing a piece I love by ear and I am using Musescore to do so. I love using the feature where I can listen to my song to make sure it sounds right. I just can't figure out how to make the audio play recognize the sustaining notes. This is all very confusing but here's what I want; I want it to instead of playing the not twice, I want it to hold the note. Does that make since? Help!