Don't use a PLAY ALL button. You can edit the playlist in DVDWS2 just like you can in DVD Studio Pro. In other words, when you select the first episode, it acts like a play all button.
I edit the playlist for all my buttons or text links in DVDWS2. The first episode button links to the first episodes and all latter episodes. The second ep button links first to the 2nd ep, and then all subserquent eps.
"PLAY ALL" buttons can be rather tacky looking, especially if they don't have a natural location, or a special icon. THe only real reason to use a "play all button" is when you have a multi-page menu, or when you're unable to playlist your video clips.
When you drag an episode from the video assets timeline, and link it to a button or text link in DVDWS2, the "PLAYLIST" options appear on the left side of the screen in your various menus. After you drag the first clip onto the button, drag extra clips to the attributes list.
In this image here, my S2-DVD2 disc of Boston Legal, I have a text link. The text is actually hidden, I used >>> for my selector (not very imaginative, but it worked). This is not important. The point is that I used text. It would work the same for a graphic button (PSD files made in PS7 or higher, imported as a general object, while under the button tab).
Anyway, drag your video clip to the text link or button and drop it. It links. Now drag the other videos behind it onto the attributes list. On the first episode of the menu, be sure that link is selected as the DEFAULT HIGHLIGHT BUTTON. In essence, this is a play all. This is all a PLAY ALL does. You've accomplished your goal without needing any extra buttons.
In fact, this is better than a play all. Who here watched all 2-4 hours of a disc in one sitting? Not me. I select the episode I want, and then stop the disc when I'm tired of watching tv. Next time, I can pick the next episode I want, and that will be a "play all" for my next tv watching sit-down, as it will play the episode I selected, plus all the others behind it.
Editing a playlist is actually how you create "play all buttons" in professional software. DVD Studio Pro, for example. DVDit! PE was another (a software I used for years).
Very often, I place bonus content on my cartoon DVDs. Usually network promos and commercials for upcoming episodes, contests or toys. I don't want those on my "play all", so this setup lets me pick and choose what a play all really does.
The "play all" button is also very specific, in that your timeline must be in the order in which you would like things to play. Now, it's probably better to keep your timeline in order anyway, but there have been times where I wanted menu videos early in the VTS structure, and a "play all button" would have played my menu segments before it played episodes. In fact, I don't want a "play all" button to play my menu transitions at all. When I create my disc, I simply did not add them to the playlist on the first episode.
This also gives you the chance to make many "play all" buttons. You can have one for episodes, one for bonus content, etc.