Syncing Playlists with Windows Media Player

 I have created a playlist by copying music files on my Sandisk Sport into Windows Media Player, gave it an unique name and saved in the Scandisk Sport in the Playlists as a M3U file When viewing the Scandisk it shows as an m3U file in Playlists. If i then go to Folder/Playlists and highlight the file and press the Play/Pause/Scoll up control it just move between the files in the Playlist folder. If I press the Power/Select control it displays file format not supported. Any suggestions or assistance?