To the bottom left corner of each Sampler slot in Advanced mode view, is the sample play mode selection, which you can click to cycle through different modes.
Trigger Mode - Audio plays through until the end of the track. Pressing repetitively will trigger the audio from the beginning of the track. To stop the audio, hold the alt key while either clicking the play button or pressing the corresponding shortcut key (e.g., alt + Z for slot 1).
Hold Mode - Audio plays only while you press and hold the sample play button or corresponding shortcut key. Upon release of the play button, the audio stops immediately.
On / Off Mode - Audio plays right through until the end of the track. Pressing play again stops the audio and returns to the start.