WARNING: do NOT install and run Sony Music Center!!! I did and the Sorting Tags for my ENTIRE music collection were corrupted. If you have installed Music Center check your Sorting Tags for albums, and every individual track on the albums, and edit appropriately.
To synchronize Music and Playlists on your Walkman, with leveled sound and embedded artwork, first connected it then select: Edit \ Preferences \ Devices.
Click on your Walkman, or its internal SD card if you have one, depending on where you want to store your music and playlists.
Click on Configure.
On the default “Music” tab select the Playlists you want to synchronize; do NOT check “synchronize music.”
Click on the “Settings” tab.
Under “media storage” the “storage path” should be the drive letter of your Walkman’s storage, either internal or the SD card.
Check, “use naming template.”
The “music files” template should be: Music\<Album Artist><Album><Title>, plus any other information you want to display.
Under “on the fly conversion” check, “convert to” and select the File Format and degree of Compression you want to use, even if your files are already converted on your PC.
Select, “only convert files not already formatted as…”
Check, “level volume” and then select either Track or Album leveling.
Under “playlist storage” the “playlists path” MUST be: MUSIC\
If you don’t set the Playlist path correctly the Playlist will be created but will NOT work!!! (I missed that step a bunch of times!

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Do NOT Check, “create a sub-folder for each playlist and its tracks,” IF you have tracks that appear in multiple Playlists; see Note 1.
“save as format” should be: M3U
Under “artwork storage” select, “embed artwork in the music file.”
Click, Save \ Apply \ Save, and you should be good to go!
Next go to one of your Playlists and, Right Click \ Send To \ Device \ your Walkman’s internal storage or SD card.
Once the transfer is complete go to the Sony’s main screen and click on “Playlists” and you should see the Playlist you’ve just created with the number of individual tracks it contains, then go to the Folder view, and you should see all the music that has been transferred to the device; see Notes 2 & 3.
I've just transferred over 10 days worth of music onto my NW-A45 using the above settings so I'm pretty sure they work... good luck!
NOTE 1: If you have separate tracks from Band X in Playlists 1 & 2, but would also like to have a Playlist of JUST Band X, if you check “create a sub-folder…” MusicBee will create 3 folders on your Sony, Playlist 1 and 2 and Band X. The Band X folder is a duplicate of all the music already in lists 1 & 2, taking up unnecessary space on your device.
NOTE 2: According to Sony you can have a maximum of 999 tracks per Playlist. Obviously if you have a Playlist with over a 999 tracks in MB you'll have to split it... which sux, but it is what it is.
NOTE 3: With the Sony still connected, if you look at the “Music” folder in Windows Explorer you’ll see all the transferred FLAC files and M3U playlist files.