Filled whole notes?

A whole note is actually bigger than a quarter note, and there is no direct way to make a whole note filled in. However, you can certainly mark a quarter note stemless - just click the note itself then check the "Stemless" box in the Inspector. You can also mark the stem invisible by clicking the stem and pressing "V" (or unchecking the "Visible" box in the Inspector). Somewhat different results, as invisible stems still affect things like slur position, etc.

If you actually prefer a treu whole note but filled in - again, it's somewhat larger than a quarter note - then press "Z" to display the Symbols palette and you can find all sorts of different symbols you can attach to your score. One of them is a filled whole note. In 2.0.2 it will become easier to find - there will be a search box and you can just type "whole" into it to find all the variations on whole notes available. Meanwhile, you'll find the noteheads about 2/3 down the list. Enter a regular whole note, click it, press "Z", then if/when you find the notehead you want, double click it to attach that symbol to the note. The symbol will be displayed directly the original notehead and should come out basically perfect.