I don't know about you but I just hate the Delete/Resume/Start page in Media Center; I would prefer that when the video is done that it just take you back to the page that invoked the play operation in the first place.
This isn't so hard to do, all you need to do is wait for MediaTransport.PropertyChanged to file and when PlayState goes into the "Stopped" state navigate back to whatever page you feel is appropriate.
A generic way to get this page out of Media Center would be to call HistoryOrientedPageSession.BackPage every time the playback goes from Playing to Stopped.
While I have not tried this myself, this appears fairly straight forward and is probably safe to do at any time (given the nature of this state transition).