Well, it seems you got something working, but you were doing it wrong. The below might help in future.
First, the character used to delineate items in a list field is the semi-colon (;
), not the coma.
Second, there is no "does not contain any" operator available in a SmartList. There is a "does not contain" and an "is not any".
The "does not contain" operator is a pattern matching algorithm, and does not take a list of values. You can type a list, or do as you did to access the drop-down list and then change back to the "does not contain" operator, but if, for example, you selected the Genres "Christmas" and "Classical", which would have been entered as "Christmas; Classical" using the method you described, then MC would look for any files with a Genre of "Christmas; Classical", and as it found none, would show all files.
What you need to use, if selecting from predefined Genres, was the "is not any" operator. Since you selected "Christmas" and "Classical" Genres, if a file was assigned either Genre, it would be excluded from the SmartList.
If you wanted to exclude any file that was some version of "Rock", i.e. "Alternative Rock", "Punk Rock", "Funk Rock", "Rock / Pop" (which should really be entered as two Genres, but some people combine them like that), then you would use a rule that said "Genre 'does not contain' Rock". Or in MC Expression Language format, visible through the SmartList edit dialogue box "Import/Export" button; [Media Type]=[Audio] -[Genre]="Rock".
Note that if you wanted to exclude all files with a Genre of "Rock", the rule to use would be [Media Type]=[Audio] -[Genre]=[Rock]. Note the difference to above.
Third, changes in a SmartList are in effect as soon as the "Apply" or relevant "OK" button is pressed. There is no need at all to click on any next song, play, or any other buttons. As soon as you edit the SmartList and save the changes, it is in effect.
Enjoy learning how to use MC, and the music!