Also, sometimes the timer set AFTER the first episode premiere is (mistakenly?) set by the system as ONLY NEW, which used to default to NEW and Repeat--or something like that. Anyway, another, sometimes BETTER, solution is to go to the timer and change it to NEW and REPEATS or somthing like that because the channels will often repeat one or more previous episodes later in the week (sometimes aired back to back) on other days and at times of early in the day or overnight before the next NEW episode or before too many NEW episodes, and this can be better because you can skip the commericals recorded from air dates recorded on your DVR while many of the On Demand episodes force you to sit through commercials, somtimes nearly as many commercials as when it airs.
For me, because far too many ON Demand episodes have way too many commercials, when I find a new show/episodes where I have missed one or more of the previous new episodes, I prefer to be certain the timer is set to New and Repeats, and will wait, usually not too many days or longer--even weeks later when all episodes played back to back, until my DVR catches the first episodes I missed while also recording the new premiere episode, and then I start watching the recordings from Episode 1 on ward, allowing me to skip all commericals. For me, that is a far more enjoyable viewing experience because I do not have to sit through commercials as I do with far too many On Demand episodes.
Also, some shows don't have to be viewed according to air date or episode number as each episode is completely independant of any previous or future episode such as educational or science shows, but if it is fictional seires, then story arcs often play out over multiple episodes, and then watching in order is a must.
-Good luck