I recently purchased the Steinway Grand Piano pack and I'm using it in Music Creator 6 in Cakewalk Sound Center.
 
I'm using a MIDI keyboard.
 
Here's what I want - The sound of someone using a sustain pedal on a piano, but on all the time. So I just want to flick a switch, and it's on.
 
However, I can't find a way to do that. I thought I could add a MIDI control on one of the spare parameter dials / buttons by right clicking, but that doesn't work. 
 
Help!

You can only use the knobs and switches that are predefined in the CSC program. You can add CC64 data to the track by either creating an automation envelop in the track view or adding it to the Controller Pane in the PRV.

A few more questions.
 
* I certainly understand automation, but I don't know how I'm supposed to apply that data to the MIDI section. The only Automation settings I can see are things like Volume, Pan, etc.
* "adding it to the Controller Pane in the PRV" - I don't understand any of this.

If you want to automate CC data in the track view, you must use a MIDI track. If you have loaded the CSC into an instrument track the MIDI automation is not available. To get to the MIDI track, right click the instrument track in the track pane and select "Split Instrument Track." This will create an audio track and a MIDI track. The MIDI track will have a "MIDI..." option in the automation drop down. The selection will popup the "MIDI Evelope" dialog which will allow you to create an envelope for Control 64.
 
The PRV will allow MIDI automation on both instrument and MIDI tracks. Make the the "Show/Hide Controller Pane" is checked in the PRV View menu. The controller pane is at the bottom of the PRV. To add a new controller, click the + to the left of the drop down in the controller pane. The "MIDI Event Type" dialog (which is identical to the "MIDI Evenlope" dialog in the track view) will pop up. Select Control 64. This will create a new lane to draw CC64 data in the PRV.