Mark:
Are you asking from a Photoshop Elements perspective (since this is the
PSE forum) or Photoshop perspective? Just curious.
Assuming the latter at the point you want to insert the "play action from within an action" step just click on the desired action name in the other set (just like you would if you wanted to play it normally) and click the Play button. The action will run as usual. When it finishes playing,
PS will record the step in the action being recorded.
At that point either keep recording more steps or click Stop to terminate the recording session.
As Richard notes, playing actions within actions goes haywire if:
* The called action is renamed, moved to another action set or deleted -or-
* The action set that contains the called action is deleted or renamed
Hope this helps.
~DannyR~