The 'Confession'
Whilst I have only just a 1% doubt that Durst is at least a double murderer (but more likely a serial killer), I do think that the confession in the last episode was actually Durst playing a game with Jarecki, teasing him because he had begun to fall out with him, I know others have posted here thinking the confession is not all it seems.
The reason I think this may be the case is mainly down to three things;
1) Durst had already been warned in an earlier interview about the mic still being on when the cameras weren't recording, so he would have known this for future interviews.
2) Tension had built up between Jarecki and Durst and he was now aware that Jarecki didn't believe he was innocent and was actually trying to find evidence against him.
3) He is without a doubt a very clever man and also quite possibly arrogant and narcissistic too. I think he knew what he was doing when he 'confessed' he knew the mic was on because of the earlier interview so he worded in such a way that what he was saying could be implied in different ways. He probably thought he'd easily be able to dismiss the confession if it ever came up in a court case.