Can't find movie I rented

I just upgraded my apple tv software last night. I started watching a movie and wanted to finish it today. However I exited out of the movie to show a friend my photo stream. Then I went back to play the movie. Apple TV doesn't give me an option to continue watching the movie. Normally in the pervious AppleTV IOS you would see the movies you have currently rented over to the left but that's no longer the case. I tired re-renting the movie to see if it would just let me continue where I left off, didn't work either. I'm provided with a message when I try to re-rent it "You have already rented this item but it hasn't been downloaded. To download it, go ti the Settings menu, select Downloads, then Check for Downloads" When I go to settings I don't see an option for downloads. Also I did try going to settings and my iTunes account and selcting Check Rented Movies but the circle icon

What do I do?