There are several options but I think this is the most easy one.
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Select and open the MUSIC option in the top level window, press COPY on the remote control.

A second window called FILE LIST will open on the Right Hand side of your screen.

Select the song and add it to the FILE LIST by pressing the SELECT button on the remote, repeat for every song you want to extend your playlist.

When your done press the blue Arrow > to navigate to the FILE LIST window.

Press CONFIRM or > again to open the MULTI FILE EDITING options.

Select Save Playlist and don’t forget to rename because I didn’t find an option to remove completed and old playlists yet.

Now return to the MUSIC option in the top level window, press the MENU button to open the OPTIONS window and select PLAYLIST even when it is greyed out (amber).
Your MUSIC folder will show you your playlists.

(Sometimes I have to go back to the Top level (HOME) first and reselect MUSIC to get the recent playlist listed.)

Zab