I thought that if I selected more than one programme in the playlist (marked with the green tick), they would play one after another automatically.

This though is not happening - the Humax plays one of them but then stops.

Am I expecting too much from this feature or am I doing something wrong?

I think it only works if you press Play, if you press OK it simply plays just the highlighted recording. Could be the other way round though.

From the playlist (headed "Video") move right to the "selected files" list (only visible once there are selected files), re-order the files if desired, highlight the first item then press play or OK.