AniDB

Ayu Mayu Gekijou currently has following episode entries:

1. Episode 1
2. Episode 2
3. Episode 3
4. Episode 4
6. Ayu Mayu Theater

I know for a fact that episode entry 6 is the DVD release which collects the whole series, in other words:
a). The first four episode entries,
b). A fifth episode AND
c). Other material not categorized as episodes.

I'm not sure how I should creq this myself so that the anime is listed as watched when one has watched episode entry 6.

Looks like somebody fixed it for you:

http://anidb.net/perl-bin/animedb.pl?sh ... fid=325552

Note the "Related Episodes" bit at the bottom.