Not a dumb question, but I have what may be a dumb answer 😀
And I only say so because I struggled with this for quite awhile before I said DOH! and finally got it. (then rationalized it to myself as just another reason that I hate iTunes 🙂 )
When you connect to your server via iTunes, do you by chance see a little triangle pointing toward the server name?
If so when you click on that triangle, I think it will turn into a triangle pointing down and you should see your playlists appear magically under the server name.
(Now if I could just figure out how to get iTunes to honor the order of the tracks in my playlists….quite annoying!).