I recently received a comment critical about Sony's apparent lack of will to create a music management software for their Walkman DAPs, and the difficulty in getting playlists on them. Whilst I understand that Sony is a bit foolish for suggeting people to use Windows Media Player to manage their music and playlists when they are tons of better and free alternatives out there, transfering music (including embedded album art) and creating playlists is actually pretty easy.
All western bound Walkman DAPs (designated NWZ) has been MTP/UMS compliant for the past two years. On a modern Windows machine (running XP SP2 and up), the Walkman will show up as a MTP device. Here, dragging and dropping your music files is the easiest way to get music inside. Using a software like MediaMonkey or Songbird is also another alternative. I personally use MediaMonkey as I love the amount of features it offers to power users. It may lack the glossy facade of iTunes, but it works just as well and you do not have bloat to content with! It will even send any compilations you have with the proper tags/album art, putting them in the 'Various Artists' folder whilst also retaining the individual artist tag.
Creating a playlist on a Walkman (or all MTP compliant DAPs like those made by Creative, Samsung, SanDisk, iRiver, Cowon etc.) device is even easier. No Windows Media Player, MediaMonkey, iTunes or any third party software are needed. Just right click on a track or album folder, and select 'create playlist', then drag it (it has a *.pla extension) to the playlist folder. Open it and then just drag and drop any music you already have on your device to the playlist, no matter which artist, album or genre they are from, as well as removing or reordering them. It would not create any duplicates files as the music files are already on the device, it merely creates a link to the file (with embedded tags and all). I have been using this method for the past year and never had any problems with it - it is that simple.
Another thing I want to add is Sony does have a music management software. It is called SonicStage and Sony made it a requirement to use the software (like iTunes and Zune Desktop) to transfer music to their Walkman devices. Unfortunately it kinda sucks, causing crashes and whatnots. Basically SonicStage was a PR disaster for Sony, and their market share fell further. This is why all western-bound NWZ Walkman DAPs for the past two years do not work with them, even when SonicStage has improved tremendously. Not many people wanted to buy a Walkman with it (including me). We like it when we can choose how we transfer music onto our DAP.
Note: I do not work and has never worked for Sony or any of their subsidaries. This is just a tutorial for those who has trouble creating playlists for their Walkman. Thanks for reading.