Wikipedia gives the following as an example of a double entendre.

"If I told you that you had a nice body, would you hold it against me?"

I also remember the one scene from a TV show where the two characters are playing music together and the woman turns to the male Cellist and says... "You have a magnificent piece of wood between your legs."

To which the man says. "You mean my Cello, right?" and then she replies. "I'm referencing the crude double entendre." "I'm seducing you."

These all seems like clever word plays to me. So exactly what is the difference between a play on words and a double entendre?