The easiest way to do this is to create your Album playlist. I expect you have already done that.
Now, select ALL the tracks on the album. You can do that by selecting the top one, holding down the Shift key, and then selecting the bottom one.
Now, if using a two button mouse, right click and choose Get Info. Otherwhise, just choose Get Info like you would normally do. You will receive a warning about editing the info on multiple tracks, click Ok.
The next window has all the Get Info, info in it. Note there are little check boxes next to each entry. Check the box next to Genre and then choose the Genre you want. Click OK and your Done.

Hope this helps