When our kids ask to watch a show or play a game and I know they will be interrupted partway (to go to the store, do homework, etc.), I say, "Sure, you can watch the show, but when I say stop, you have to stop thankfully and gratefully, without any complaining or whining.

If you do, I'll return the show back to the library (or take the gameboy away or not come to the playground again for a week, etc.) immediately, even if you don't find out what happens in the end. If you do obey, we can see the ending when we return."

After saying this, I let them play uninterrupted until I give the "5 minute warning" to get ready. If they cooperate, I make good on my part of the deal. After 1 incident, I've never had any other problems. Hope this helps some parents!