That's what your OS does to key events (e.g. hold down a key in a textbox and notice the same behaviour, lucky otherwise you'd be constantly entering double, tripple, etc. letters.
GetInput() was removed but replaced by a better way of handeling inputs. There are now the classes
sf::Mouse,
sf::Keyboard and
sf::Joystick. The one in the middel is the one you want.
The usage is quite similar to the old SFML 1.6:
if( sf::Keyboard::isKeyPressed( sf::Keyboard::Left ) ) sprite.move( -1.f, 0.f );
There is no isKeyPressed in sf::Event (IIRC)
There's sf::Event::KeyPressed and sf::Event::KeyReleased.
But yes for direct input the event system shouldn't be used.