you already have wave files recorded. Open the Jukebox program, switch to PC, press Convert, click Browse to get to your files, tick the ones you want, name a new playlist in the "to be created" box, click Start, wait for bar graphs to end.
At this stage you can re-order the playlist by simple dragging, and Details/Edit can enter song and artist information if you so wish.
Now with the SD in the reader click Checkout, select your playlist, tick the tracks you want or click Select All on a playlist to choose everything and transfer the playlist name to the SD playlist name, click Start and OK at end.
Done.