iPhone4: Keep playing songs after song selected from Search iPhone screen ends?
I believe it has to do with the way you last accessed your iPod. If you open your iPod and  select songs and then select a song to play, the next time you search for a song, it will continue to play through all of your songs. If the last time you accessed the iPod by going to a particular album or playlist, it will only play the songs located in the same album or playlist as the song you searched for. 

Its a little confusing but I could try to explain it better if you need me to.