Click the "Start" button.
Hover your mouse over "Programs."
Click "Windows Media Player" from within the Programs tab that appears.
Click the button labeled "Switch to Library."
Select the "Play" tab.
Drag and drop the songs you want included in your playlist into the List pane.
Arrange the songs in your playlist by dragging them up and down inside the List pane.
Click "Save List" to save your playlist when finished.