Apple Mac, How to...?

Hello everyone, first of all I'm very new to Mac, let say about 5% of knowledge. My question is I have an external hard drive which contained about 150-200G of selected songs. When I plug the external drive to Mac's USB port it recognizes but I can not play the songs straight from this external drive. I have to drag the file that I wanted to play from this external drive to iTunes application and then Mac will copy or transfer this file to my iTunes. And from here I'm able to play the wanted files(songs). It's not working like Vista that I can play straight from the external drive. Is there anyway that I can play it straight from my external drive not copy or transfer to my Mac's Hard drive? I bought Mac for Dummies book and read through it but not thing in there tell me how to play from my external drive. Please help. Thank very much.

Single click the iTunes icon in the Dock while holding down the option key. You can then choose your external HD as your iTunes Library.
I was wondering that, too.
Hello Jamscience,

Sir would you please be more specific, I am a big time dummy for Mac. I tried as your instructed but none happened. Please help me again, thank very much Sir.
What Jamscience was referring to is you can have multiple iTunes libraries, which you can switch between if you hold down the option key, click on the itunes icon, and don't let up on the option key until you see the dialog asking you which library you want to use.

That works fine if you want a different library for the files on your Mac's internal hard drive vs the files on your external drive. But to keep iTunes from copying those files, go to the iTunes menu, select Preferences, Advanced, General, and make sure that the "Copy files to iTunes Music Folder when adding to library" is unchecked. Now you can add the files on your external drive to the library and have it work with those files directly, rather than copying them locally.

I hope that helps.

Thank very much to Jamscience and specially to Micheal, again thank you very much for your time to help me out. And YES it really helps, it plays straight from my external drive now. Very Nice to have your help and I really am appreciate your knowledge which you've shared to me. Thank very much gentlemen.

Thanks guys!