as you guys already helped me with some things, I want to give something back to the community.
This is how I manage my playlists on the Fuze:
Go to http://www.foobar2000.org/ and download the Foobar Player, this is a simple and clean mp3 Player. Not as overloaded as Winamp or iTunes.
Now just drag and drop the songs you want to have in your playlist from your connected Fuze
Then save the playlist in the *.m3u format somewhere in the MUSIC Folder on your Fuze
Everything works fine, you can also edit your playlists later and add or delete songs from your playlists!
I hope I could help some of you.