If you’re only watching the videos in iTunes, repeat this process for the rest of the dictionary/syllabus levels.
If you are syncing with an iOS device you MUST READ BELOW (there is a special trick required to properly group the videos on your device).
Now sync your device. The dictionary/syllabus will show up in your TV Shows tab on your device and each level will be called a “Season”. Again this is the only way to preserve level groupings on an iOS device and Apple does not support syncing standard video playlists from iTunes to an iOS device.