No, no playlist. Sorry. You would have to download just one file at a time. The Kindle insists on playing mp3's randomly. Now, if you buy things from
www.audible.com, that is apparently a different audio format. You download that to a Kindle dir called "Audible", not "music". That has a control panel for backing up a bit (if you weren't listening due to a distraction), etc. You might search in these forums for the word audible and kindle together.