Unfortunately, there's nothing the player can do. As a dumb client, it respects all ad calls and plays them appropriately. The player really has no logic to determine if that ad has already played. This really should happen in the ad call.
I'm not sure what your code looks like, but from what you posted, it looks correct. Maybe specify a return value? I don't work with C# that much, so this is the best advice I can offer. :DOoops. Cross post. Please ignore.