You could try learning the signal again. Also make sure that signal is the only thing in the action list for the Pronto button you are pressing.

The normal behavior is to continue sending the signal until you stop pressing. Sometimes a signal is learned badly in a way that prevents the Pronto from continuing to send it. Also the Pronto won't continue to send the signal if there are any other actions (including a delay) in the action list of the button.

If you post the Pronto Hex for the learned signal, I can tell you whether failing to continue is caused by a learning problem and if it is, I probably can give you corrected Pronto Hex, so you won't need to relearn the signal.