Click Options > Macro & Movie > Set target and choose MyDir/MyStructure (no extension!) as the target.
Click Options > Macro & Movie > Play and choose a play-back macro, e.g. md_play.mcr.
Playing back a simulation requires that the force field can be initialized. So you may have create your own version of md_play.mcr,
if you use a special force field or want to change some of the parameters (e.g. the play-back speed).