Hi Mulanee
If I understand your question correctly, I suspect that you have custom function 4 set to position 1 instead of default position 0.
When set to 0, the depth of field preview button closes the diaphragm only for as long as you hold the button in, but when set to position 1 if you press and release the depth of field preview button the diaphragm will remain closed until you press and release the button a second time.
To check if this is the case, or to change it, while pressing in the release button under the ISO marking, rotate the mode selector all the way until the white mark lines up with CF (make sure the camera is switched on first). The LCD display on the top will probably show 1-0.
The number before the dash is the number of the custom function and the number on the right of the dash is the setting for that function.
Pressing the left button, just under the display will toggle through the fucntions 1 to 8 and CLE (if you leave it on CLE and return mode switch back to it's original position it will reset all custom fuctions to factory setting).
If you just want to check function 4 and possibly change it, just keep on pressing the left button until you get 4 showing on left of dash. If you see 1 on the right of the dash, we have probably found your problem. Press the right button below the LCD display to change the fuction value. It will toggle through the options, which in the case of function 7 is only 0 or 1 and you want to change it to 0 if you want depth of field preview to only operate while your finger is on the depth of field preview button.
After doing this you can simply return the mode selector lever back to it's previous position and this will store the change you have made.
Hope this solves your problem.
Regards
Piginho