I have not gotten a chance to implement this yet. But it looks like the Developers Blog may have already posted a solution for this. With some tweaking it could be made to work for exit videos as well as intro videos, which they are calling "preroll" videos.
https://blog.roku.com/developer/2011/06 ... r-channel/Since a lot of other people were interested in this question, I figured I should post that link and hope it helps them.