You are obviously playing through the Windows Media Player from a
playlist that contains all or some of your other video files. WMP will
play all the files in your playlist one at a time right after the other.
(usually randomly).
In WMP I created a new playlist name called "Videos" and moved the video
I want to play into that category. It is now the only file in that
playlist. I can then play it and not have WMP play all the others
randomly or otherwise.
You can also go to the folder that contains the file you want to play -
Start/My Pictures/My Video/ (your file name) Highlight it -
Right Click - choose Play and WMP will play your file name only.
Let me know which method you find most convenient.
Regards Tom Kelly