Besides doing a search-by-genre on the player, you can use Emplode 2.0's new "Soup" views to do this.
(Note: This is not going to be necessary for much longer. The Soup views will be available directly from the player's main menu eventually. But for now, you can create a playlist based on a Soup view by doing the following...)
1. Create a playlist that has the name you like. For instance, create a "(Genres)" playlist and then create a "Classical" sub-playlist.
2 Go to the Soup view of "Genres". Right-click on "Classical" and select "Copy".
3. Go to your Classical playlist. Right-click on it and select "Paste".