Multiple Files Question

Okay, hopefully this will be easy to fix. If I’m working around the house I like to put on a season of a tv show and let it play while I work. With MB I can’t get multiple files to play in sequence. The show I’m trying to test this with has 19 episodes in season 1, I have MB set to that, but once an episode ends it goes to the details pane. Is there some specific naming format I need to stick to? I’ve tried simply changing them all to 01 – 19(.avi) but that doesn’t seem to be working either. Any input is appreciated.