If you want it to always
Play (single) instead of
Play (all) when you double click change the option at
Tools --> Options --> General --> Behavior --> Double-click to
Replace Playing Now (single).
There are many other choices though if you only want to Play (single) occasionally. Instead of double-clicking you could also:
Select the file (or files), right-click, and choose
Play.
-or-
Select the file (or files), right-click, and
Send to --> Play.
And don't apologize for asking questions. That's what the forum is for!