go to "My Music" on your PC, and right click on any song you've got, and it will allow you to add the song to a playlist.
Good Luck!
I just bought my first MP3 player, so I'm not all that sure what I'm doing. I was able to get music onto it, and it plays fine, etc. I really liked it, but I can't get the darn thing to make playlists. The instructions say that if I press and hold the select button while a song is playing, a confirmation screen will appear, and I can then add it to a new playlist. The problem is I press and press the dumb select button and nothing happens. Please help! It is a Sansa SanDisk m200 Series 1 GB MP3 Player.

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