I understand and have had the same problem! You see, he draws a circle and push and pulls it, say, 1 metre, then tries push and pulling it again. When he does it again for 2 metres this time, the higher of the two circles from the first push and pull disappears, to his dismay, and instead of creating a new cylinder, simply changes the current ones height.
In this case, the best thing to do is to use the draw tool. Choose it and click on one of the blue dots on the top shape of the push and pull. Now draw the other end of the line at the height of the next push and pull. Copy the top of the last shape you push and pulled by clicking it while using the select tool and pressing Ctrl+C on your keyboard. Then press Ctrl+V and hold shift, and then press Spacebar. Let go of Shift, choose a glowing orange point that appears where the white line would meet with the shape, then click off of the glowing orange shape and, holding Shift again, click the end of the white line. Now let go of Shift, erase the white line, and Push and Pull the Shape into the necessary spot. It seems like a long explanation but it takes only a few seconds to do.
Remember, art is a language anyone can understand. That's why our 3d community has people speak many languages. perecat1 speaks Spanish, shodiq38 speaks Malay, I speak a bit of French, being that I am Canadian. Judging by the fact Noir is in your name I would say you are French (sorry if I'm wrong) but it's good to mouse over the "You" tab above, edit your profile, and change your Country so we can help you using your language. If you do need that whole bit above translated to French to help you, then you now know who to ask