I don't believe roVideoScreen has an isRemoteKeyPressed() event. You will need to be handling events like isFullResult(), and isPartialResult() to make this work properly. You can just keep a flag and check it after each roVideoScreen closes to know whether to continue with the rest of the playlist. This code may not do exactly what you want, I didn't test it, but it should get you started.
shouldPlaylistExit = false
For each clip in array
print "Displaying video: "
p = CreateObject("roMessagePort")
video = CreateObject("roVideoScreen")
video.setMessagePort(p)
video.SetContent(clip)
video.show()
while true
msg = wait(0, video.GetMessagePort())
if msg <> invalid
if msg.isPartialResult()
shouldPlaylistExit = true
else if msg.isScreenClosed()
print "Screen closed"
exit while
end if
end if
end while
if shouldPlaylistExit
exit for
end if
end for