Going from one video directly into the next

I want to create a page where the videos being featured flow from one video clip right into the next one. I can create the projector and the page fine, except for that dynamic similar to what they have on http://abc.go.com/. The pop up nav bar is cool, but it's not the priority. I just want my videos to continue playing one right after another.

Is there a stand alone app that I can purchase or is there some programming within CS4 that would make this happen?

There's the question...