I don't understand your "Playlist" feature. "My Playlists" should be a selection from the profile drop down menu taking you to a page of either Numbered or Titled personal "Playlists." You should then be able to select and Play them in sequential order without interruption between each video. All I can find are little green + signs that don't do anything. Is this a VIP member only feature?
In order to access your playlist, click on a random video to open, to the right hand side of the screen you will see your playlist. If you’ve clicked on the green + sign that means you already added videos to your playlist so you will find them there.