In the WinMLS screenshot below, we see that the rightmost part look strange.
It should rather look like the figure below.
To set it to the mode shown in the figure above, go to Plot->Plot Type Settings->Waterfall... and in the dialog box select Separate lines waterfall as shown below
Note: When using this mode you may have to adjust the plot depth as described in the above section: How to set the depth of the waterfall plot?.