[sweetspot]

Just stumbled accross this myself actually... To create OTG playlists with individual songs you :

Press and hold main joystick over selected track. This will bring up an option list for that track. You can queue, queue next, queue last etc... There's many options there, so be sure to choose the one which best suits your needs. I guess you can also do this with whole directories, which I haven't tried yet.

BTW, I also didn't notice the feature which enables you to play successive directories...I was beginning to think that playlists were needed all the time. There are just tons of things nestled in the firmware, and I would't be surprised if I didn't find all of them in a weeks time !