Playlist on WMP10?

I know this may sound like a pointless question, but everytime I open up WMP10 I have to add songs to the 'now playing window'. If I can just make a playlist I will be able to fix this problem. Can anybody help me?

Thanks,
jcll2002

There is a way to import them isn't there? You just use a .pst file? Or is that Poicket Music? O_o ... confuzed...