On demand show exiting method watch something else on demand

Novice to using the on demand option on my cox subscription. I am Going to on demand and picking a show using the various screens. Then I into the show... choose to not watch the whole episode I chose. I stop the program and exit. Go back to the menu and want to see a different episode of the same show or something on a different network.. Or . System Keeps bringing me back to the same program I was previously viewing and cant seem to get to any other show. I tried getting out of "On demand" and even turned the tv off Nothing seems to get me out of the loop if I go back into on demand. I want to watch something else in the on demand function HELP