Sorry if I've misread your problem...it's a bit hard to tell.

When you add to your mp3 player, you'll need to add the original music files & not just playlist files. A playlist will just contain m3u files that refer to the original files. So, try adding to your player from your LW saved folder. In LW tools > options > saving will show you the path.

If you go to your LW library & click on Saved Files then click Explore, your saved folder will open for you. Chances are, you can drag & drop from this folder into your player. If dragging & dropping doesn't work, check the player's manual for instructions about how to add files to the player. Just make sure that you add them from LW's saved folder.