It's funny you mentioned this, as I did the exact same thing. Except in my case, AirPlay worked flawlessly with Alien on my Apple TV.

I suspect the only difference is that I'm using the Canadian iTunes store. But I've also read in an Apple developer doc that all iTunes content is AirPlay enabled, that it cannot be opted out of.

I would highly recommend contacting iTunes customer service to get a refund on your rental, or at least some kind of confirmation.

http://www.apple.com/support/itunes/contact/