Hi Jianke,
The "second mode" generated by HFSS looks like a TM0 surface-wave mode. This shouldn't have a cutoff frequency, so I'm not sure what's going on there -- however, this mode's properties will be strongly dependant on the size of the waveport due to its uniform properties.
The "third mode" is the mode which I assume you want to be cut off above 36 GHz. This has a TM01 - type field distribution, and should be fairly leaky -- I'm guessing this is why you don't want it.
It looks like you may be confusing the second mode with the third in your above plots. Can you identify the three modes in those images? Also, I was wanting the mesh on the port face, it looks like you've plotted it from the top looking down on the MS.
Thanks