You wish to play legato. I`ll sugest this:
1 . Put your 5 fingers of the RH over your left arm and press them (1-2-3-4-5-4-3-2-1...) so that you can allways feel your fingers in contact with your arm (when you press 1, you feel the others in contact. When you press finger 2, you feel 1-3-4-5 in contact and so on). This will give to you the notion of legato.
2 . Now, put your five fingers over the keys and, when you play one finger, the others must be pressed down.
3. Finally, you "prepare" your fingers, i.e., when one finger plays, the next must be in contact with its key.
I must apologize my English (I`m portuguese...).
Best wishes
rui