You can actually do this... Almost.

1. Make a new playlist called Jazzhuffled (or whatever).
2. Go into a playlist under Jazz
3. Select all the tracks
4. Right-click, and select 'Copy'
5. Go into the Jazzhuffled playlist
6. Right-click and select 'Paste'
7. Repeat 2-6 until all of you Jazz music is copied into the Jazzhuffled playlist
8. Remember to set Jazzhuffled to 'Always Shuffle'

This workaround gives you what you want, while still keeping the original order of your playlists, and enabling you to play you Jazz Non-shuffled (should you get the desire). Furthermore it only takes up a few KB of spacefor each song in Jazzhuffled.

Yonzie