Kurzweil keyboards auto-sense the type of sustain pedal you have when powered up, so make sure the pedal is connected before you power the keyboard on (if the circuit is closed at startup, it assumes the pedal is a normally-closed pedal, if the circuit is open it assumes a normally-open pedal).

Also, if you unplug the pedal while the keyboard is on, depending on the pedal type, it may interpret that as having the pedal down and your notes will 'stick'. Simply power cycle the keyboard to correct this.

Another problem that can arise is if you happen to depress the pedal while powering on your Kurzweil, it will detect incorrectly. A power cycle corrects this.