How do I play a playlist in iTune?

Question

This is the simplest instructions that I have for "How to play a playlist in iTunes." I cannot believe it is this hard.
Select "Library"
Use ctrl+A or Edit>>Select All to select every song
Right click on the selected songs and choose "Uncheck Selection"
Click on the playlist you wish to play.
Use ctrl+A to select all the songs in the playlist.
Right click on the selected songs and choose "Check Selection"
Now hit the Play button at the top of the iTunes window.
I really was expecting to right-click on a playlist and select "Play." It can't possibly be this hard to play a playlist. So what am I missing? I have read the help files for iTunes. I expected the Help topic "Listening to music in libraries or playlists" to cover this, but it talks about playing a single song, but not a playlist.
From,
Incompetent Fool
I must be the most incompetent user of an iPod in history. I do nothing but fight with iTunes. I've come to the conclusion that I hold some assumption which conflicts with the beliefs of Apple, and I want to know what the right way to use the iTunes for a wide range of questions.
Dell Precision Windows XP
Dell Precision   Windows XP  

Answer 1

"A) If generally everyone leaves their entire library checked at all times, what's the value of even having the checkboxes?"
They control not only what gets skipped in iTunes playback, but what gets skipped in syncing to an iPod, in burning a CD, and can even be used in building smart playlists. The default is, in fact, to have everything checked.
"B) I've been using the checkboxes to play individual albums. That's why I don't leave everything checked. Should I instead be building a separate playlist for each album? That seems redundant to marking the songs as being part of a particular album. "
Yes, that would be redundant, or at least silly
If you want to play just one album, do this:
-click on the "browse" eye-con in the top right.
-Use the browser view to select the artist you want. A list of all appropriate albums will appear in the right hand column.
-Select the album you want and double click on the album title in the browser. It will begin playing the Album.
Just a question...have you gone through the tutorial on the iTunes support site? It goes through a bunch of the basics for you.
http://www.apple.com/support/ipod101/tunes/1/
I liked to old one better, but this one is still nice