How to enable playing next video automatically?

Just go onto the source and press c (context menu) and choose remove source. If you don’t have a button for context menu (on my TV remote it is the option button) than follow the advice from @darwindesign.

To add a server mounted directory you either can use the Add Videos - Browse - Network File System.
You don’t have to type \mnt\media, just go Add Videos - Browse - Root Filesystem then you can browse to any local or remote folder you have mounted.
While I would suggest to go via a kernel mount (either FSTAB or autofs), see these how to’s.