This should be the default behavior already. I enter my Series view, and I see all my TV Shows. Then I enter a show, and it lists all the seasons. When I enter the season, it lists all the episodes.
Are you sure you are using the right view? Try to change views on the second roller to be sure. And do not use the "Show all" option if it's there. If you use that, it will only show you a list of all episodes I believe. You can turn it on or off in each view. I have it permanently off on everything. It serves me no purpose.
If it's still not working as you want, you might want to go to options and theater view settings to configure the views for your self. It should be pretty easy to create a view. Add the levels you want. For instance Series and Season. And then select what should be added or filtered out. Add video sub type of TV Shows. That should be it.
