I know extremely little about the playlist other than it's intended for playback only within LW. If you've saved/dwnlded the files to your HDD, then find them (make a note of the songs on your playlist) & go to your dwnld folder & drag & drop these into your burner app. See:
http://www.gnutellaforums.com/showth...threadid=25972 (ie: go to LW's Tools-Options & Saving to find the name, location & path of LW's dwnld folder. Use Search function to find this folder. It's a good idea to make a shorcut to this folder & put it somewhere easy to find such as on your desktop/Explorer.