What version of LMMS are you using?
We just recently added a ghost note feature to lmms but it's in the development branch and wont be part of the next release.
There will be previews of this after lmms-1.2 is released.
Then there are ways to emulate ghost notes that people are using and maybe this is what you meant.
Here is one tutorial: https://www.youtube.com/watch?v=xTF8s2AxknA