Excuse my last message. I thought that I was logged on. The link above didn't work for me and for quite a few others. Below is what I found. Hope it doesn't break any rules since I just got my player yesterday, registered here, posted a problem, and just didn't have time to read the rules.
http://www.gooduse.com/netmd.html
Here you'll find links to Simple Burner, Net-MD drivers, M3U2SBurner and instructions on its use.