Whether a file is playable or not is set at the file level. Set the field [Playbale] to 0 (zero) and MC won't play it. The field is actually a Checkbox, just like iTunes.
If you were importing an XML style iTunes Playlist into MC, and it had an equivalent field in there, then MC would set the field appropriately.
Post a sample of your Playlist if you can't work it out from there.
Search the Wiki for articles on tagging, Manage Library Fields, and other related topics.
PS:
I don't use iTunes anymore, and never exported or imported Playlists into it, so I don't know the format, or reasons for doing it. But MC can just import all your files, and if you export your iTunes library in XML format MC can import that. I would expect that to include Playlists and other features. How well that works, I don't know. But look under the top menu, "Files > Import from iTunes Database". You will also notice the option to "File > Import From iTunes", which will import all Playlists from iTunes into MC. There is a lot of discussion about iTunes and integration with it on the forum.