For every open hi hat step you set, set another step after it. Click on the little down arrow underneath this new step and, on this "Advanced Step Controls" screen, set the step"s volume to zero. Next, click to put a checkmark next to "choke previous sound" and then close the Advanced Step Controls screen. Now the previous open hi hat sound will stop when this silent open hi hat step begins.
This technique will work for any long sound that you want to cut off short before the next step starts.