its pretty easy, although seems a little intimidating at first. This is where you would be using the playlist and sequence command options.
Check the guides section. I just did a quick search on the guides section now, below is the listed url for it
http://www.dvdrhelp.com/forum/userguides/146371.php
however the one thing i always noticed that just did not seem to work. lets say i have 4 episodes, and i go through the motions for them to"play all". Well what would happen in my case (for anything i tried) was that it would not go to the last episode, after ep 3 (or whatever ep was before the last one), it would go back to the menu, despite the fact that it was not assigned that way at all.
So to fix this, in the command sequence i loaded up the 3 eps (and left out the 4th one), but in the connection charts, i had it assigned so that at the end of playlist 3 (ep 3) it would go to the regular ep 4. This worked fine. Again i dont know if it is a bug in the app or what have you, but this has happend for every "play all" sequence i have ever made, regardless of how many items i put in them.