On Demand Goes Back to First Show, Not Last Show

I have already watched two out of three shows in a new series through On Demand. Today when I tried to watch the fourth show all it would go to is back to the first show and start that over.  There was a way I could go straight to the next show but I cannot figure out how to do that on the screen now.  When I click on Episodes it shows the two coming up as just titles anyway.  Is there a guide that will help me figure this out since it seems to have changed?