In the List pane, click Now Playing List, point to
New List, and then click Playlist.
Drag items from the Contents or Details pane in your library to the List pane to add them to the new
playlist.
In the List pane, click New Playlist, and then click
Save Playlist As.
In the SaveAs dialog box, type the playlist name
in File name.
Your new playlist is added to the My Playlists
category in the Contents pane.
Notes
You can select several items at once and then
drag them to the List pane. To select adjacent items, press and
hold the SHIFT key while selecting. To select nonadjacent items,
press and hold the CTRL key while selecting.
By default, playlists are saved with a .wpl
extension in the My Playlists folder, which is usually located in
the My Music folder. You can also save playlists with the following
extensions: .m3u, .asx, .wax, or .wvx.