help saving playlist

I am new to this so I'm not sure I'm in the right place to post. If not I apologize.
Here is my dilemma. I download the music. I save the music and it gives me this option to save: limewire.m3p.m3u knowing that I have an mp3 player I rename the file to limewire.mp3 and then save. I then add them to media player, put them on my mp3 player. All is fine until I go to find the music that I have saved to either burn onto a cd or put on my daughter's mp3 player. And it is giving me this message:
windows media player cannot find the file. If you are trying to play, burn, or sync an item in your library, the item might point to a file that has been moved, renamed or deleted.

when I hover over the title with the mouse I see that it is still an m3u and changing the name hasn't changed the file.
Does that make sense? can someone help?

See LOTR's post here: http://www.gnutellaforums.com/gettin...tml#post246478

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