Goto LW's Library tab > if you have a folder there thats full of the MP3s & only the MP3z then ya sweet, just Right Click n then click on "to play list". if you have to slecet one by one highlight all songs by pressing ctrl + left licking > right click then click enquire. then save!
but if u want to do it slobbz way open a media player like winamp click on List Opts > new list > add dir (select DIR with MP3z (good thing is only ads MP3s not exes etc) )> List Opts > Save List.