You may find this helpful if you donwload hundreds of short episodes in rm format like me and tired of double-click to open next files.

Very easy. Use notepad to open a new file, type this inside:
file://link to file1
file://link to file2
(type as many as you want)
Close file. Rename it to FileName.rm

Then you`re done!!!!

Ex:
I put my playlist file here: C:\Movies\7VNR
And the movie files are in C:\Movies\7VNR\DragonBall

Then inside my playlist file I`ll have something like this:

file://DragonBall/db134.rm
file://DragonBall/db135.rm
file://DragonBall/db136.rm
file://DragonBall/db137.rm
file://DragonBall/db138.rm