Why is video content played on an iPhone 4s interrupting what I am watching on my AppleTV?

Just set up my Apple TV last night & watching an TV show episode from Netflix through Apple TV. My son is playing on his iPhone 4s, and clicks a video on Instagram and the video interrupts my show & is now playing on AppleTV.

Do I have my AppleTV set up correctly & does anyone know how I can prevent this from happening. He just wants to use his phone & me watch TV :-)

thanks.