Writing An 'off' Note

I have seen in many of the demo songs that there is an ‘off’ note that stops the previously played note. How to enter it?

Caps Lock

Capslock will set the off note.
If you want the previous note to stop instantly, you also must be sure the instrument has been set to cut or you have to set its sustain level to nil.
The better option is to use a notecut command in the pan/vol column instead (cx) for those rare moments you want a direct audio cut and you desire to let the instrument maintain a certain sustainlevel in general.