Find rented movies on apple tv

I rented a movie on Apple TV via Itunes store. I watch some of the movie, but did not finish it. When I went to watch the rest, I received instructions to go to Settings>Downloads and download the movie. I went to settings and could not find Downloads. I did find Settings>iTunes>Search for rental. I clicked there and it searched for rentals, but did not find anything. (had the rotating spin, but no resolution) I let it spin for about an hour or two. What can I do?