Hi SeaMist,
It sounds like you're doing everything right except for one thing! After you select playback, you need to drag and drop the data you want from the bottom left window on the screen. Then, when you click run, you will see the data play back.
To read the process from start to finish, have a look at the SignalExpress help file. Search for "playback" and look at "5. Playback data".
I hope this helps!
Regards,
Tom
Applications Engineering, NI UK