Have you checked the repeat settings?
If you use the default skin you can see you repeat status in the up-left side of the skin (see the picture, in the red box).
You can click on it until the repeat status is OFF or ALL, in the first case once the last playlist's file is played, the player stops, otherwise the first file in list will be played (it repeats all).
If the repeat status is ONE, the selected video (only that file) is played until the STOP button is pressed.
Hope this could help you!
Bye