Well, I have no experience with cakewalk music creator, but generally speaking, here's what you have to do:
setup the intrument playing so that it's monophonic (set number of voices to 1), enable note slides (there may be a button like legato/retrigger) and crank the slide/portamello knob up to about halfway. Now, open up your trusty midi editor and input two notes so that the first note's endpoint is past where the second note's start point is...
Here's what it would look like in Reason:
Hope that helps
I am but mad north north-west; when the wind is southerly I know a hawk from a handsaw - Hamlet, Hamlet