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Follow these instructions to create a playlist.
Find "Music Player"
Press Music Player.
Press Playlists at the top of the display.
Press the Menu key.
Press Create playlist.
Key in a name for the playlist and press OK.
Add audio files to playlist
Press Add music.
Press the required audio files.
When the box next to an audio file is ticked (V), it's selected.
Press the Home key to return to standby mode.