1. Select the file in Theater View and do
Enter on it. This will take you to the top Roller bar control.
2. Now, instead of doing Enter a second time to Play it, arrow
Right (2x) and choose More.
3. From the pop-up menu that appears, choose
Add (and Shuffle Remaining).
This will do what you want. Also, this will now be the default choice when you "double-enter" on future tracks or items. The "second choice" (gotten by going
Right one time) will become the
Play command you used before that (so probably the regular
Play All command in your case).
You can do the same thing on Albums or any other category "item" within Theater View. Instead of hitting
Enter to open the item,
hit the Apps Menu key (the weird one that does the right-click menu on Windows, the box with lines in it). This is a useful key to have mapped on your remote, if you have one. You can also right-click with your mouse. This will show a pop-up menu instead of opening the item, where you can choose from the same options under
More Play Options.
If you use this a lot, you can make this be the default behavior (showing the menu) for Enter on categories in Theater View. It's in
Tools > Options > Theater View.