Not sure if this response will be of relevance anymore but since I wasn't able to find the answer elsewhere I thought I should share this with anyone else who may be stumbling across this page:
You can use the data style "steps" to achieve what you would like. The step style maintains your data value until the next sample.
You will have two ways of setting this style. Either
As default for all plots using the following command before using the plot command
set style data steps
On individual traces like
plot 'data_ks.dat' using 1:4 title columnhead, '' using 1:($5+2) title columnhead, '' >using 1:($6+4) title columnhead with steps
In the example in the second solution I have added a value to some of the datastreams to offset them on the y-axis. You can off course also add the individual datastreams to their separate plot using the multiplot command.
The title for each block is assumed to be present in row 1 of your datafile.