is there a way to autoplay a series on On Demand?

I am trying to watch a season of a show that is on demand.  When I finish one episode, it takes me back to the on demand window and I have to go to the season and find the show that is next, which means I have to remember the name of the episode I last watched. Is there anyway to automatically play the next episode, or at least just automatically select it so I just need to press play?