Hi Marie,
I'm a novice too. I've never transferred MC playlists to USB drive for use in another media player. What I have done is to transfer complete albums & retain the correct track information. The method I posted earlier should work for a list of tracks contained in a playlist, but would be inefficient for several playlists which contained common tracks. Hopefully someone on the forum can assist you further.
Regarding the copy the files contained within a playlist to another location please see the linked image
http://www.flickr.com/photos/31660332@N08/7621411602Choose Copy
In Directories select the path for your USB (in my case this was D:\Temp\Playlist\)
In Filename add the rule PadNumber(CustomData(#),2) - [Name]
In the right hand panel you sould see the filename & path transformation. If correct Click on OK
I'll try to workout what needs to be done to handle multiple playlists.
Good Luck,
Steve