Creating a New Playlist
To create a new playlist in Windows Media Player 11 (The process is very similar in WMP 12 or newer): You will see a new playlist with the name you just typed in.
Populating a Playlist
To populate your new playlist with tracks from your music library, drag and drop tracks from your library to the newly created playlist displayed in the left pane. Again, you may need to select the plus (+) icon icon next to the Library menu item to see the suboptions. For example, select the Artist submenu to simplify creating a playlist that contains all the music from a particular band or artist.
Using Your Playlist
Once you have a populated playlist, you can use it to play back the music tracks from your music library, burn a CD, or sync the music to a media or MP3 player. Use the top menu tabs (Burn, Sync, and others) and drag your playlist over to the right pane to burn or sync the playlist.