Which player do you have?? I have te Samsung BDP-1500 and had the same problem and watched a movie all the way through and was very annoyed! After posting on here like you did, I got some good replies and ending up figuring it out. When the movie starts and the bonus view icon appears, hit the info button on your remote and a menu of options will pop up on the left side of the screen, check the menu and make sure bonus view is off, then hit the cancel button on remote and it should go away. Works for me every time.
Good Luck!!
