What player are you using? If your using the limewire player, then you have to enqueue the songs and they will show in the window below the library. To enqueue a song either hi-lite it then click the enqueue button or right click and click enqueue. Then use the play buttons in the lower right of the screen.
This link might help http://www.limewire.com/english/cont..._library.shtml
Edit: Just a helpful hint. When your done with the playlist hi-lite the list and use the "Remove" button, lower left of screen. Don't use the delete button, or you will be wondering where you library went