Sansa clip plus - Adding playlist to mp3 player

I am trying to add new playlists to to my clip plus using my Rhapsody Music To Go. I setup a new playlist with my mp3 player connected to my pc on Rhapsoday. Afterward I look on the clip plus under playlists but it will not show up. Can anyone tell me how to setup a new playlist and make it come up on my mp3 player? Also can I transfer some of the music that is already on my clip plus together to make up a playlist right on the mp3 player? If so how? Thanks