Amazon Instant Roku App recently updated to include a auto play feature. There is an cut off after about 4 episodes but if you are like me, you have a data cap and don’t want episodes to keep playing after you fall asleep at night. Thankfully there is a option to disable the new auto play for Roku but you won’t find it in the Roku app. In the settings it gives you a link to go to their site. http://www.amazon.com/instantvideo/settings
After you go to that page scroll down about half way through the page till you find the Play Preferences page.
Currently you can only change the settings for your account not each device. (Something Hulu has that Amazon needs to add.) I would love to have my living room Roku auto play the next episode but the bedroom Roku only play one episode. Hopefully Amazon will add that feature in a future update.