I have a Sony Walkman NW-A45 Series. I could transfer music to it just fine, but It took me a while to learn how to properly transfer my playlists to it. I have recently been reading through this thread and discovered that there seems to be a lot of issues with this. I have figured out how to make it work for me and maybe this will help others so here ya go:
The problem I see, is that, when a playlist is created on the Walkman, it points to music from the perspective of the COMPUTER DRIVE and not the Walkman itself. I'm sure this is not very clear, so I will describe it here:
My Walkman is "seen" by my PC as drive W:, so all songs in the playlists that I transfer "point" to drive W: on the Walkman. Obviously, the Walkman has no knowledge of W:. My Music on the Walkman is stored in the MUSIC/Artist folder. I also told MusicBee to put my playlist in the MUSIC folder. After transferring the music and playlists to the Walkman, I opened each playlist in Notepad++ and removed the W:\MUSIC from the path of each song in each playlist. What a pain! however, after doing so, the playlists "knew" exactly where to look to find the music on my Walkman. After doing this, everything worked perfectly.
However, I have to do this EVERY TIME I Sync my playlist. I hope this helps someone!