Here’s a step-by-step with WInamp.
Note: The files have to be on the player already.
http://forums.sandisk.com/t5/Sansa-Fuze/Adding-Playlists/m-p/55917#M40804
A playlist is a list of paths to files. If you make the playlist with songs on the computer, Winamp will list the paths to the files on the computer–not the files on the Sansa.
