With LW 5, there is a Quicklist playlist only. It cannot be saved at this point in time.
Click on Library window tab. You will see Quicklist heading on left side under Categories of files. Right-click any audio files in your library & choose Add to Quicklist. Then click on Quicklist link & you will see your songs in a playlist. You can Drag & Drop the songs to change their order in the list.

Example image below shows selecting songs from Library, choosing Add to Quicklist. Then dragging them into whichever order.



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Before I used to download files and they would automatically go to my media player how do I create a playlist that I can burn

Use WMP's Add feature. http://www.gnutellaforums.com/tips-t...rning-cds.html and also WMP: Adding Songs to Your Library and Burning CDs (part 2)

BTW not sure what your topic has to do with iTunes or iPod; Administrator LimeWire to itunes Ipod which is topic of this thread.

Thanks sorry only thing remotly close to what I was looking for

Did you consider having LW's download folder as a 'watch' folder for WMP?