Your iTunes library is not pointing correctly to the files it needs to play when you click on a track. Following the direction on that page should move your library to your internal drive. Did you make sure to consolidate first? If you are not letting iTunes organize your media it will not be able to follow the locations to the correct place when you have media located on a new drive.
The instructions in that article are somewhat lengthy but in reality it is a very simple process. Moving a library: Quick answer if you use iTunes' default preferences settings: Copy the entire iTunes folder (and in doing so all its sub-folders and files) intact to the other drive. Hold down the option (alt) key (shift on Windows) and open iTunes. At the select prompt choose the iTunes Library.itl file in the copied iTunes folder. This part is omitted in the article because it presumes you will be putting the iTunes folder in the default location on the internal drive.