How do I get iTunes to just play one album? I'm new to iTunes and I was wondering how I get it to play just one album? At present I have "Grid" view enabled. I select the artist I feel like listening to, and it switches to Album by Artist view (songs and artwork).

I double click on the album and it plays through, but then it continues down and plays the next album by the artist... Quite annoying!

How can I get iTunes to just play the album I've told it to?
You can go to the menu bar and select View » Column Browser » Show Column Browser. Then you can pick an Album in the third column, and only songs on that album will appear in the iTunes window. Note that this will switch you from the Grid view to the List view.