Change the quality setting to 480p or HD if your connection supports it. It's worth it.
Click on Full Screen if your connection and PC supports it. Again, it's worth it.
At the end of each 15 minute video, the next video in sequence will begin playing automatically.
Click the Thumbnails button (on the video footer to the right of the "CC" button) if you want to select a particular video in the playlist.
The Thumbnails section will automatically go away once you move your cursor off the video image, and will return if you move your cursor back over the video image.