Mp3 Player with Playlist feature

I have a Sansa Express which I used until it recently died. I am now trying to find a new mp3 player that has the playlist feature on it. I was able to go to Windows Media Player create a playlist and install is on my player. What I am finding it I do that now and have several artists in that playlist the player will not recognize it and sort the music according to artists. That defeats my purpose. I am not having any success in finding one, can someone help. I do not need allot of extra bells and whistles on the player, just want it to play music while I am exercising. Thanks