Prevent transition from any state to interrupt a series of states

Hi there.
I want to make a transition in animator from “AnyState” to a substate wich contains a series of states like this: “Start”, “Loop”, “End”. I Also turned off “Can Transition To Slef”. Right now the problems is when the first state is passed and we are now in the second state the AnyState send the flow back to first state. So how can I prevent this to happen and play all the states till end?