It is important to keep in mind that there is a difference between your saved items (your "list") and items in a playlist. When you select an item and add it to your list, it is not yet in your playlist. You must go to your list (by clicking on "[#] Items Selected" in the upper right hand corner of the screen, below the menu bar) and choose "Create a Playlist" in order for those list items to become part of a playlist.
By default, your list will then be cleared of the items that are in your playlist to avoid duplication of items later. If you want them to stay in your list, you can uncheck that box.
To create a playlist, first search for an artist or album title, or use other music-related search terms. You can also refine your search. Then, check the boxes next to the tracks or albums that you want to include.
Click "View list" in the upper righthand corner of the screen.
Once the items are in your list, go to the menu on the left side of the screen and choose "Playlist." Then name your playlist and select whether you want the tracks to remain in your list or not.
You can create a new playlist with your list items or add the items to an existing playlist.
Your playlist will then appear. Next, play your playlist, embed it/grab the permalink, or check out playlists made by others! If you are logged in, you can access your playlists at any time from the ASP homepage.