Getting iPod to play TV video downloads in sequence

I am playing "TV shows" from my iPod through my TV. However, at the end of each video, the iPod goes back to menu, meaning I have to manually select the next video to play. Is there any way to get the videos to play one after the other?

I would think this can be done, because when I play files marked as "Music videos" through the TV, the play in sequence without trouble.