Need Help With Cox On Demand

Help out an ignorant individual for a second.

I tried using On Demand last night for the first time (I know. I live in the Stone Ages). I was trying to find an episode of The Office and hit Select by mistake. I believe I was supposed to hit info to preview? The show started playing and when I tried to go back and search NBC for someting else, it kept bringing me right back to the Office episode that I don't want to watch. You can't fast forward. How do you get out/clear out the show you select to begin with?

I tried searching online for basic instructions but came up with nothing.